Average Cost and Stability of Time-Varying Linear Systems.
Alessandro N. VargasJoão B. R. do ValPublished in: IEEE Trans. Autom. Control. (2010)
Keyphrases
- linear systems
- average cost
- markov decision processes
- long run
- finite state
- sufficient conditions
- optimal policy
- markov decision chains
- finite number
- dynamical systems
- optimal control
- infinite horizon
- multistage
- linear programming
- total cost
- linear program
- sparse linear systems
- state space
- coefficient matrix
- reinforcement learning
- markov chain
- neural network
- control policy
- interior point methods
- computational complexity
- stationary policies
- risk sensitive
- artificial neural networks
- special case
- real time