Duality in Linear Programming Problems Related to Deterministic Long Run Average Problems of Optimal Control.
Luke FinlayVladimir GaitsgoryIvan LebedevPublished in: SIAM J. Control. Optim. (2008)
Keyphrases
- optimal control
- long run
- linear programming problems
- average cost
- linear programming
- control problems
- infinite horizon
- optimal control problems
- short run
- linear program
- dynamic programming
- control strategy
- reinforcement learning
- primal dual
- optimization problems
- mixed integer
- column generation
- interior point methods
- simplex method
- optimal policy