Title: Linear Programming Formulations of Deterministic Infinite Horizon Optimal Control Problems in Discrete Time,
Abstract: This paper is devoted to a study of infinite horizon optimal control problems
with time discounting and time averaging criteria in discrete time. We
establish that these problems are related to certain infinite-dimensional
linear programming (IDLP) problems. We also establish asymptotic relationships
between the optimal values of problems with time discounting and long-run
average criteria.