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math.OC2020
Linear Programming Estimates for Cesaro and Abel Limits of Optimal Values in Optimal Control Problems
Vladimir Gaitsgory, Ilya Shvartsman
We consider infinite horizon optimal control problems with time averaging and time discounting criteria and give estimates for the Cesaro and Abel limits of their optimal values in…
math.OC2020★ 4 cited
Lack of Equality between Abel and Cesaro Limits in Discrete Optimal Control and the Implied Duality Gap
Ilya Shvartsman
In a recent paper it has been shown that if Cesaro and Abel limits for a certain discrete time optimal control problem are not equal, then there is a duality gap between a certain…