Displaying similar documents to “Discrete optimal control problems with nonsmooth costs”

The linear programming approach to deterministic optimal control problems

Daniel Hernández-Hernández, Onésimo Hernández-Lerma, Michael Taksar (1996)

Applicationes Mathematicae

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Given a deterministic optimal control problem (OCP) with value function, say J * , we introduce a linear program ( P ) and its dual ( P * ) whose values satisfy sup ( P * ) inf ( P ) J * ( t , x ) . Then we give conditions under which (i) there is no duality gap