LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case.
Vivek S. BorkarVladimir GaitsgoryIlya ShvartsmanPublished in: SIAM J. Control. Optim. (2019)
Keyphrases
- long run
- optimal control problems
- optimal control
- average cost
- short run
- infinite horizon
- production planning
- linear programming
- optimal policy
- solving nonlinear
- differential equations
- control strategy
- queueing networks
- heavy traffic
- control theory
- dynamic programming
- optimal solution
- markov chain
- multistage
- exchange rate