LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case

Vivek S. Borkar, Vladimir Gaitsgory, Ilya Shvartsman. LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case. SIAM J. Control and Optimization, 57(3):1783-1817, 2019. [doi]

Abstract

Abstract is missing.