Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/92522
Type: Artigo de evento
Title: Average Optimal Stationary Policies: Convexity And Convergence Conditions In Linear Stochastic Control Systems
Author: Vargas A.N.
Do Val J.B.R.
Abstract: This paper provides a set of conditions for the existence of an optimal stationary policy in the long-run average cost control problem of linear stochastic systems. The main conditions are based on convexity of the cost by stage and convergence of trajectories. The discrete-time system is assumed to be linear with respect to the state but the controls take an abstract state-feedback structure, possibly a nonlinear one. An application is considered to illustrate the derived theory. ©2009 IEEE.
Editor: 
Rights: fechado
Identifier DOI: 10.1109/CDC.2009.5400501
Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-77950828992&partnerID=40&md5=96fea76a3e6780ff0942ff869178435a
Date Issue: 2009
Appears in Collections:Unicamp - Artigos e Outros Documentos

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