Approximate Solution Methods for the Average Reward Criterion in Optimal Tracking Control of Linear Systems
Optimization and Control
2025-07-08 v2 Systems and Control
Systems and Control
Abstract
This paper studies optimal control under the average-reward/cost criterion for deterministic linear systems. We derive the value function and optimal policy, and propose an approximate solution using Model Predictive Control to enable practical implementation.
Cite
@article{arxiv.2507.01556,
title = {Approximate Solution Methods for the Average Reward Criterion in Optimal Tracking Control of Linear Systems},
author = {Duc Cuong Nguyen},
journal= {arXiv preprint arXiv:2507.01556},
year = {2025}
}
Comments
3 pages. 1 table