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Type: Artigo de evento
Title: Finite Approximation Of The Optimal Average Cost For A Class Of Stochastic Control Systems
Author: Vargas A.N.
Do Val J.B.R.
Abstract: This paper provides conditions for which the optimal finite-stage cost, divided by the number of stages, converges to the optimal long-run average cost as the number of stages goes to infinity. The main condition is based on a controllability to the origin property. The discrete-time stochastic system is linear with respect to the system state but the control possess a general structure, possibly nonlinear. To illustrate the effectiveness of the result, an application to the simultaneous state-feedback control problem is considered. © 2011 IFAC.
Rights: fechado
Identifier DOI: 10.3182/20110828-6-IT-1002.03711
Date Issue: 2011
Appears in Collections:Unicamp - Artigos e Outros Documentos

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