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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.
Rights: fechado
Identifier DOI: 10.1109/CDC.2009.5400501
Date Issue: 2009
Appears in Collections:Unicamp - Artigos e Outros Documentos

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