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

被引：1
|
作者：
Vargas, Alessandro N. [1 ]
do Val, Joao B. R. [2 ]
机构：
[1] Univ Tecnol Fed Parana, UTFPR, Av Alberto Carazzai 1640, BR-86300000 Cornelio Procopio, PR, Brazil
[2] Univ Estadual Campinas, UNICAMP, Fac Engn Eletr & Computacao, Dept Telemat, BR-13081970 Campinas, SP, Brazil
来源：
47TH IEEE CONFERENCE ON DECISION AND CONTROL, 2008 (CDC 2008) | 2008年
基金：
巴西圣保罗研究基金会;
关键词：
discrete-time systems; feedback control; controllability; observability; linear-quadratic problems; optimal stochastic control; Markov processes;
D O I：
10.1109/CDC.2008.4738991
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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 the controller only through some specially structures output (no history is employed). It is shown that, if there exists an optimal-abstract policy for the discounted-cost problem, and such a policy generates an autonomous system with uniform exponential decay, then there exists an optimal stationary policy for the average cost problem. Notions of controllability and observability of linear time-varying systems are imposed.
引用
收藏
页码：3682 / 3687
页数：6
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