Details
| Original language | English |
|---|---|
| Pages (from-to) | 1934 - 1939 |
| Number of pages | 6 |
| Journal | IEEE Control Systems Letters |
| Volume | 9 |
| Early online date | 1 Jul 2025 |
| Publication status | Published - 29 Jul 2025 |
Abstract
In this letter, we consider undiscouted infinite-horizon optimal control for deterministic systems with an uncountable state and input space. We specifically address the case when the classic value iteration does not converge. For such systems, we use the Cesàro mean to define the infinite-horizon optimal control problem and the corresponding infinite-horizon value function. Moreover, for this value function, we introduce the Cesàro value iteration and prove its convergence for the special case of systems with periodic optimal operating behavior. For this instance, we also show that the Cesàro value function recovers the undiscounted infinite-horizon optimal cost, if the latter is well-defined.
Keywords
- average reward, Cesàro mean, Optimal control, value iteration
ASJC Scopus subject areas
- Engineering(all)
- Control and Systems Engineering
- Mathematics(all)
- Control and Optimization
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In: IEEE Control Systems Letters, Vol. 9, 29.07.2025, p. 1934 - 1939.
Research output: Contribution to journal › Article › Research › peer review
}
TY - JOUR
T1 - The Cesàro Value Iteration
AU - Mair, Jonas
AU - Schwenkel, Lukas
AU - Müller, Matthias A.
AU - Allgöwer, Frank
N1 - Publisher Copyright: © 2017 IEEE.
PY - 2025/7/29
Y1 - 2025/7/29
N2 - In this letter, we consider undiscouted infinite-horizon optimal control for deterministic systems with an uncountable state and input space. We specifically address the case when the classic value iteration does not converge. For such systems, we use the Cesàro mean to define the infinite-horizon optimal control problem and the corresponding infinite-horizon value function. Moreover, for this value function, we introduce the Cesàro value iteration and prove its convergence for the special case of systems with periodic optimal operating behavior. For this instance, we also show that the Cesàro value function recovers the undiscounted infinite-horizon optimal cost, if the latter is well-defined.
AB - In this letter, we consider undiscouted infinite-horizon optimal control for deterministic systems with an uncountable state and input space. We specifically address the case when the classic value iteration does not converge. For such systems, we use the Cesàro mean to define the infinite-horizon optimal control problem and the corresponding infinite-horizon value function. Moreover, for this value function, we introduce the Cesàro value iteration and prove its convergence for the special case of systems with periodic optimal operating behavior. For this instance, we also show that the Cesàro value function recovers the undiscounted infinite-horizon optimal cost, if the latter is well-defined.
KW - average reward
KW - Cesàro mean
KW - Optimal control
KW - value iteration
UR - http://www.scopus.com/inward/record.url?scp=105009632874&partnerID=8YFLogxK
U2 - 10.1109/LCSYS.2025.3584792
DO - 10.1109/LCSYS.2025.3584792
M3 - Article
AN - SCOPUS:105009632874
VL - 9
SP - 1934
EP - 1939
JO - IEEE Control Systems Letters
JF - IEEE Control Systems Letters
ER -