4 citations · 4 across the 6 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
math.OC2017
Linear Programming Based Optimality Conditions and Approximate Solution of a Deterministic Infinite Horizon Discounted Optimal Control Problem in Discrete Time
Vladimir Gaitsgory, Alex Parkinson, Ilya Shvartsman
It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional line…
math.OC2017
Linear Programming Formulations of Deterministic Infinite Horizon Optimal Control Problems in Discrete Time
Vladimir Gaitsgory, Alex Parkinson, I. Shvartsman
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems a…