Linear programming approximations for Markov control processes in metric spaces

被引：0

作者：

Hernandez-Lerma, O ^{[1
]}

Lasserre, JB ^{[1
]}

机构：

[1] IPN, CINVESTAV, Mexico City, DF, Mexico

来源：

PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 1997年

关键词：

(discrete-time) Markov control processes; infinite-dimensional LP; aggregation; relaxation; inner approximations;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper presents LP aproximations for Markov control processes in metric spaces. The approximations are based on aggregation and relaxation of constraints, as well as inner approximations of the decision variables. In particular, conditions are given under which the control problem's optimal value is approximated by a sequence of finite-dimensional LPs.

引用

页码：2291 / 2292

页数：2