Approximation of constrained average cost Marks
| dc.contributor.author | Sutter, Tobias | |
| dc.contributor.author | Esfahani, Peyman Mohajerin | |
| dc.contributor.author | Lygeros, John | |
| dc.date.accessioned | 2021-12-02T12:53:21Z | |
| dc.date.available | 2021-12-02T12:53:21Z | |
| dc.date.issued | 2014 | eng |
| dc.description.abstract | This paper considers discrete-time constrained Markov control processes (MCPs) under the long-run expected average cost optimality criterion. For Borel state and action spaces a two-step method is presented to numerically approximate the optimal value of this constrained MCPs. The proposed method employs the infinite-dimensional linear programming (LP) representation of the constrained MCPs. In particular, we establish a bridge from the infinite-dimensional LP characterization to a finite LP consisting of a first asymptotic step and a second step that provides explicit bounds on the approximation error. Finally, the applicability and performance of the theoretical results are demonstrated on an LQG example. | eng |
| dc.description.version | published | eng |
| dc.identifier.doi | 10.1109/CDC.2014.7040424 | eng |
| dc.identifier.uri | https://kops.uni-konstanz.de/handle/123456789/55740 | |
| dc.language.iso | eng | eng |
| dc.rights | terms-of-use | |
| dc.rights.uri | https://rightsstatements.org/page/InC/1.0/ | |
| dc.subject.ddc | 004 | eng |
| dc.title | Approximation of constrained average cost Marks | eng |
| dc.type | INPROCEEDINGS | eng |
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| kops.citation.bibtex | @inproceedings{Sutter2014Appro-55740,
year={2014},
doi={10.1109/CDC.2014.7040424},
title={Approximation of constrained average cost Marks},
isbn={978-1-4673-6090-6},
issn={0191-2216},
publisher={IEEE},
address={Piscataway, NJ},
booktitle={53rd IEEE Conference on Decision and Control},
pages={6597--6602},
author={Sutter, Tobias and Esfahani, Peyman Mohajerin and Lygeros, John}
} | |
| kops.citation.iso690 | SUTTER, Tobias, Peyman Mohajerin ESFAHANI, John LYGEROS, 2014. Approximation of constrained average cost Marks. 53rd IEEE Conference on Decision and Control. Los Angeles, CA, 15. Dez. 2014 - 17. Dez. 2014. In: 53rd IEEE Conference on Decision and Control. Piscataway, NJ: IEEE, 2014, pp. 6597-6602. ISSN 0191-2216. ISBN 978-1-4673-6090-6. Available under: doi: 10.1109/CDC.2014.7040424 | deu |
| kops.citation.iso690 | SUTTER, Tobias, Peyman Mohajerin ESFAHANI, John LYGEROS, 2014. Approximation of constrained average cost Marks. 53rd IEEE Conference on Decision and Control. Los Angeles, CA, Dec 15, 2014 - Dec 17, 2014. In: 53rd IEEE Conference on Decision and Control. Piscataway, NJ: IEEE, 2014, pp. 6597-6602. ISSN 0191-2216. ISBN 978-1-4673-6090-6. Available under: doi: 10.1109/CDC.2014.7040424 | eng |
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