@inproceedings{2246d39154464d0c95c7533bfb76cdb1,
title = "On LP Formulations of Optimal Control Problems with Time Averaging and Time Discounting Criteria in Non-Ergodic Case",
abstract = "This paper is devoted to the study of infinite horizon optimal control problems with time discounting and time averaging criteria. These problems are related to certain infinite-dimensional linear programming (IDLP) problems, and this relation is used to obtain properties of the optimal value functions. We focus on the general non-ergodic case, where the optimal value functions may depend on the initial condition of the system. We also obtain IDLP-based sufficient and necessary optimality conditions for optimal control problems.",
author = "Vivek Borkar and Vladimir Gaitsgory and Ilya Shvartsman",
note = "Publisher Copyright: {\textcopyright} 2019 IEEE.; 58th IEEE Conference on Decision and Control, CDC 2019 ; Conference date: 11-12-2019 Through 13-12-2019",
year = "2019",
month = dec,
doi = "10.1109/CDC40024.2019.9030021",
language = "English (US)",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "4298--4303",
booktitle = "2019 IEEE 58th Conference on Decision and Control, CDC 2019",
address = "United States",
}