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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 Ces\'aro… Click to show full 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 Ces\'aro and Abel limits of the optimal values in such problems can be evaluated with the help of a certain infinite-dimensional (ID) linear programming (LP) problem and its dual.
Keywords:
time;
control stochastic;
time systems;
problems control;
stochastic discrete;
discrete time
Journal Title: Journal of Mathematical Analysis and Applications
Year Published: 2022
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Journal Title: Journal of Mathematical Analysis and Applications
Year Published: 2022
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!