ERRATUM: LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The Nonergodic Case.
Vivek S. BorkarVladimir GaitsgoryIlya ShvartsmanPublished in: SIAM J. Control. Optim. (2022)
Keyphrases
- long run
- optimal control problems
- optimal control
- average cost
- infinite horizon
- short run
- production planning
- control theory
- optimal policy
- solving nonlinear
- queueing networks
- heavy traffic
- dynamic programming
- average reward
- linear programming
- control law
- objective function
- differential equations
- multistage
- exchange rate