Linear Programming Formulation of Long-Run Average Optimal Control Problem.
Vivek S. BorkarVladimir GaitsgoryPublished in: J. Optim. Theory Appl. (2019)
Keyphrases
- optimal control
- average cost
- long run
- linear programming
- dynamic programming
- infinite horizon
- quadratic programming
- short run
- optimal policy
- control problems
- semidefinite programming
- linear program
- control strategy
- expected cost
- finite horizon
- control policy
- heavy traffic
- reinforcement learning
- optimal control problems
- column generation
- primal dual
- multistage
- optimal solution
- queueing networks
- integer programming
- single item
- state space