11 search results - page 1 / 3 » Duality in Linear Programming Problems Related to Determinis... |
SIAMCO
2008
13 years 4 months ago
2008
It has been established recently that, under mild conditions, deterministic long run average problems of optimal control are "asymptotically equivalent" to infinite-dimen...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
Abstract— This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP‘s) taking values in a general Borel space and ...
SIAMCO
2010
12 years 11 months ago
2010
In this paper we consider the long run average continuous control problem of piecewise-deterministic Markov processes (PDP's for short). The control variable acts on the jump ...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
— Optimal control and estimation are dual in the LQG setting, as Kalman discovered, however this duality has proven difficult to extend beyond LQG. Here we obtain a more natural...
MP
2007
13 years 4 months ago
2007
Given a primal-dual pair of linear programs, it is well known that if their optimal values are viewed as lying on the extended real line, then the duality gap is zero, unless both...