On the existence of stationary optimal policies for the average cost control problem of linear systems with abstract state-feedback

@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}
}
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