Please use this identifier to cite or link to this item:
|Type:||Artigo de evento|
|Title:||Average Optimal Stationary Policies: Convexity And Convergence Conditions In Linear Stochastic Control Systems|
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.|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.