It will be shown that a general nonlinear optimal control problem with the time average criterion on the infinite time horizon is (in a certain sense) equivalent to a linear programming problem in the space of limit occupational measures generated by the underlying control system. An approach to a numerical solution of this linear programming problem and to how this solution can be used for construction of the optimal control of the original problem will be discussed. The general results will be illustrated by examples.
 

Convenor:Aidan Sudbury