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• W2065668056 abstract "This paper provides conditions for which the optimal finite-stage cost, divided by the number of stages, converges to the optimal long-run average cost as the number of stages goes to infinity. The main condition is based on a controllability to the origin property. The discrete-time stochastic system is linear with respect to the system state but the control possess a general structure, possibly nonlinear. To illustrate the effectiveness of the result, an application to the simultaneous state-feedback control problem is considered." @default.
• W2065668056 created "2016-06-24" @default.
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• W2065668056 date "2011-01-01" @default.
• W2065668056 modified "2023-10-03" @default.
• W2065668056 title "Finite approximation of the optimal average cost for a class of stochastic control systems" @default.
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• W2065668056 doi "https://doi.org/10.3182/20110828-6-it-1002.03711" @default.
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