Monotonicity of the optimal cost in the discrete-time regulator problem and Schur complements.

David J. Clements Harald K. Wimmer

Published in: Autom. (2001)

Keyphrases

optimal cost
linear quadratic
lower bound
expected cost
upper bound
steady state
total cost
markov chain
closed loop
optimal control
vector valued
dynamical systems
optimal solution
piecewise linear
optimal strategy
long run
training data
pairwise