Duality in linear programming problems related to deterministic long run average problems of optimal control with applications to periodic optimization.
Luke FinlayVladimir GaitsgoryIvan LebedevPublished in: CDC (2009)
Keyphrases
- optimal control
- linear programming problems
- average cost
- long run
- optimal control problems
- linear programming
- infinite horizon
- control problems
- optimization problems
- dynamic programming
- linear program
- multiple objectives
- primal dual
- reinforcement learning
- short run
- control strategy
- combinatorial optimization
- nonlinear programming
- column generation
- optimal solution
- heavy traffic
- queueing networks
- interior point methods
- robust optimization
- evolutionary algorithm
- quadratic programming
- optimal policy