论文标题

离散最佳控制中的ABEL和CESARO限制之间缺乏平等和隐含的双重性差距

Lack of Equality between Abel and Cesaro Limits in Discrete Optimal Control and the Implied Duality Gap

论文作者

Shvartsman, Ilya

论文摘要

在最近的一篇论文中,已经表明,如果Cesaro和Ab​​el限制在某个离散的时间最佳控制问题中不相等,那么某些无限二维线性编程问题与二元线之间存在双重性差距。在本文中,我们构建了一个问题,即满足上述纸张假设的问题,塞萨罗和亚伯限制不同。

In a recent paper it has been shown that if Cesaro and Abel limits for a certain discrete time optimal control problem are not equal, then there is a duality gap between a certain infinite-dimensional linear programming problem and its dual. In this paper we construct an example of a problem satisfying the assumptions of the aforementioned paper, where Cesaro and Abel limits are different.

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