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math.OC2023
On Averaging of a Class of "Non-Singularly Perturbed" Control Systems
Vladimir Gaitsgory, Ilya Shvartsman
We study a control system resembling a singularly perturbed system whose variables are decomposed into groups that change their values with rates of different orders of magnitude.…
math.OC2023
Compactification Method in Linear Programming Approach to Infinite-Horizon Optimal Control Problems with a Noncompact State Constraint
Ilya Shvartsman
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems ar…