화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.44, No.6, 2006-2037, 2006
Linear programming approach to deterministic long run average problems of optimal control
We establish that deterministic long run average problems of optimal control are "asymptotically equivalent" to infinite-dimensional linear programming problems (LPPs) and we establish that these LPPs can be approximated by finite-dimensional LPPs, the solutions of which can be used for construction of the optimal controls. General results are illustrated with numerical examples.