Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting

Vladimir Gaitsgory, Marc Quincampoix

Research output: Contribution to journal › Article › peer-review

77 Citations (Scopus)

Original language	English
Pages (from-to)	2480-2512
Number of pages	33
Journal	SIAM Journal On Control and Optimization
Volume	48
Issue number	4
Publication status	Published - 2009

Cite this

@article{d7a9221b52744b22b2c22cda6c777aa2,

title = "Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting",

author = "Vladimir Gaitsgory and Marc Quincampoix",

year = "2009",

language = "English",

volume = "48",

pages = "2480--2512",

journal = "SIAM Journal On Control and Optimization",

issn = "0363-0129",

publisher = "Society for Industrial and Applied Mathematics Publications",

number = "4",

}