Geodesic
The linear programming approach to deterministic optimal control problems
Applicationes Mathematicae, Tome 24 (1997) no. 1, pp. 17-33 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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Given a deterministic optimal control problem (OCP) with value function, say $J^*$, we introduce a linear program $(P)$ and its dual $(P^*)$ whose values satisfy $\sup(P^*) \leq\inf(P)\leq J^*(t,x)$. Then we give conditions under which (i) there is no duality gap
DOI : 10.4064/am-24-1-17-33
Keywords: linear programming (in infinite-dimensional spaces), duality theory, optimal control

Daniel Hernández-Hernández 1 ; Onésimo Hernández-Lerma 1 ; Michael Taksar 1

1 
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Daniel Hernández-Hernández; Onésimo Hernández-Lerma; Michael Taksar. The linear programming approach to deterministic optimal control problems. Applicationes Mathematicae, Tome 24 (1997) no. 1, pp. 17-33. doi: 10.4064/am-24-1-17-33

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