## Minimum second moment state for the existence of average optimal stationary policies in linear stochastic systems

- A N Vargas, J B R do Val
- Proceedings of the 2010 American Control…
- 2010

@article{Vargas2008OnTE, title={On the existence of stationary optimal policies for the average cost control problem of linear systems with abstract state-feedback}, author={Alessandro N. Vargas and Jo{\~a}o Bosco Ribeiro do Val}, journal={2008 47th IEEE Conference on Decision and Control}, year={2008}, pages={3682-3687} }

- Published 2008 in 2008 47th IEEE Conference on Decision and Control
DOI:10.1109/CDC.2008.4738991

This paper establishes conditions for the existence of optimal stationary policies for a class of long-run average cost control problems. The discrete-time system is assumed to be linear with respect to the state but the controls take an abstract state-feedback structure. The derived approach may be used to represent systems where the state is observed by… CONTINUE READING

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