Abstract
In this paper, we study asymptotic properties of problems of control of stochastic discrete time systems with time averaging and time discounting optimality criteria, and we establish that the Cesàro and Abel limits of the optimal values in such problems can be estimated with the help of a certain infinite-dimensional (ID) linear programming (LP) problem and its dual.
Original language | English |
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Title of host publication | 2021 European Control Conference (ECC) |
Place of Publication | Piscataway, NJ |
Publisher | Institute of Electrical and Electronics Engineers (IEEE) |
Pages | 2444-2449 |
Number of pages | 6 |
ISBN (Electronic) | 9789463842365 |
ISBN (Print) | 9781665479455 |
DOIs | |
Publication status | Published - 2021 |
Event | 2021 European Control Conference, ECC 2021 - Rotterdam, Netherlands Duration: 29 Jun 2021 → 2 Jul 2021 |
Conference
Conference | 2021 European Control Conference, ECC 2021 |
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Country/Territory | Netherlands |
City | Rotterdam |
Period | 29/06/21 → 2/07/21 |