Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
752380 | Systems & Control Letters | 2011 | 5 Pages |
Abstract
Due to its simplicity, the completion-of-squares technique is quite popular in linear optimal control. However, this simple technique is limited to linear quadratic Gaussian systems. In this note, by interpreting the completion-of-squares from a new angle, we extend this technique to performance optimization of general Markov systems with the long run average criterion, leading to a new approach to performance optimization based on direct comparisons of the performance of two policies.
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Engineering
Control and Systems Engineering
Authors
De-Xin Wang, Xi-Ren Cao, Li Qiu,