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

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