{"title":"Compactification method in linear programming approach to infinite-horizon optimal control problems with a noncompact state constraint","authors":"I. Shvartsman","doi":"10.3934/dcdsb.2023087","DOIUrl":null,"url":null,"abstract":"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 are related to certain infinite-dimensional linear programming problems, but compactness of the state constraint is a common assumption imposed in analysis of these LP problems. In this paper, we consider an unbounded state constraint and use Alexandroff compactification to carry out the analysis. We also establish asymptotic relationships between the optimal values of problems with time discounting and long-run average criteria.","PeriodicalId":51015,"journal":{"name":"Discrete and Continuous Dynamical Systems-Series B","volume":"42 1","pages":""},"PeriodicalIF":1.3000,"publicationDate":"2023-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Discrete and Continuous Dynamical Systems-Series B","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.3934/dcdsb.2023087","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
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Abstract
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 are related to certain infinite-dimensional linear programming problems, but compactness of the state constraint is a common assumption imposed in analysis of these LP problems. In this paper, we consider an unbounded state constraint and use Alexandroff compactification to carry out the analysis. We also establish asymptotic relationships between the optimal values of problems with time discounting and long-run average criteria.
期刊介绍：
Centered around dynamics, DCDS-B is an interdisciplinary journal focusing on the interactions between mathematical modeling, analysis and scientific computations. The mission of the Journal is to bridge mathematics and sciences by publishing research papers that augment the fundamental ways we interpret, model and predict scientific phenomena. The Journal covers a broad range of areas including chemical, engineering, physical and life sciences. A more detailed indication is given by the subject interests of the members of the Editorial Board.
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