{
  "id": "1702.00857",
  "version": "v1",
  "published": "2017-02-02T22:35:57.000Z",
  "updated": "2017-02-02T22:35:57.000Z",
  "title": "Linear Programming Formulations of Deterministic Infinite Horizon Optimal Control Problems in Discrete Time",
  "authors": [
    "Vladimir Gaitsgory",
    "Alex Parkinson",
    "I. Shvartsman"
  ],
  "categories": [
    "math.OC"
  ],
  "abstract": "This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear programming (IDLP) problems. We also establish asymptotic relationships between the optimal values of problems with time discounting and long-run average criteria.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-02-02T22:35:57.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "infinite horizon optimal control problems",
      "deterministic infinite horizon optimal control",
      "linear programming formulations",
      "discrete time"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}