Linear programming based optimality conditions and approximate solution of a deterministic periodic optimal control problem in discrete time

This paper is focused on a discrete time periodic optimal control problem. We establish linear programming based optimality conditions and present a method for the construction of near optimal controls. A numerical example is included to demonstrate the results.

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Bibliographic Details
Published in:Systems & control letters 2022-09, Vol.167, p.105338, Article 105338
Main Author: Parkinson, Alex
Format: Article
Language:English
Subjects:
Discrete systems
Linear programming
Occupational measures
Optimal control
Periodic control
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Description
Summary:This paper is focused on a discrete time periodic optimal control problem. We establish linear programming based optimality conditions and present a method for the construction of near optimal controls. A numerical example is included to demonstrate the results.
ISSN:0167-6911
1872-7956
DOI:10.1016/j.sysconle.2022.105338