Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Averaging and linear programming in some singularly perturbed problems
  of optimal control   The paper aims at the development of an apparatus for analysis and
construction of near optimal solutions of singularly perturbed (SP) optimal
controls problems (that is, problems of optimal control of SP systems)
considered on the infinite time horizon.
  We mostly focus on problems with time discounting criteria but a possibility
of the extension of results to periodic optimization problems is discussed as
well. Our consideration is based on earlier results on averaging of SP control
systems and on linear programming formulations of optimal control problems. The
idea that we exploit is to first asymptotically approximate a given problem of
optimal control of the SP system by a certain averaged optimal control problem,
then reformulate this averaged problem as an infinite-dimensional (ID) linear
programming (LP) problem, and then approximate the latter by semi-infinite LP
problems. We show that the optimal solution of these semi-infinite LP problems
and their duals (that can be found with the help of a modification of an
available LP software) allow one to construct near optimal controls of the SP
system. We demonstrate the construction with two numerical examples.

13
The categories of this paper are: quant-ph
17
The categories of this paper are: q-fin
33
The categories of this paper are: plasm-ph
31
The categories of this paper are: ao-sci
36
The categories of this paper are: cmp-lg
1
The categories of this paper are: cs
34
The categories of this paper are: chem-ph
27
The categories of this paper are: comp-gas
26
The categories of this paper are: bayes-an
10
The categories of this paper are: q-bio
11
The categories of this paper are: hep-lat
12
The categories of this paper are: nucl-th
24
The categories of this paper are: dg-ga
16
The categories of this paper are: stat
23
The categories of this paper are: solv-int
37
The categories of this paper are: supr-con