Cover Image

Policy iteration for discrete-time systems with discounted costs: stability and near-optimality guarantees

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	de Brusse, Jonathan, Granzotto, Mathieu, Postoyan, Romain, Nešić, Dragan
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Discounted LQR: stabilizing (near-)optimal state-feedback laws
by: de Brusse, Jonathan, et al.
Published: (2025)

An optimistic planning algorithm for switched discrete-time LQR
by: Granzotto, Mathieu, et al.
Published: (2025)

Discounted MPC and infinite-horizon optimal control under plant-model mismatch: Stability and suboptimality
by: Moldenhauer, Robert H., et al.
Published: (2026)

Robust Recurrence of Discrete-Time Infinite-Horizon Stochastic Optimal Control with Discounted Cost
by: Moldenhauer, Robert H., et al.
Published: (2025)

Stabilization of singularly perturbed networked control systems over a single channel
by: Wang, Weixuan, et al.
Published: (2025)

Analysis of the vanishing discount limit for optimal control problems in continuous and discrete time
by: Cannarsa, Piermarco, et al.
Published: (2023)

Mixed Regular and Impulsive Sampled-data LQR
by: Daafouz, Jamal, et al.
Published: (2024)

Hybrid low-dimensional limiting state of charge estimator for multi-cell lithium-ion batteries
by: Khalil, Mira, et al.
Published: (2024)

Consistent inverse optimal control for infinite time-horizon discounted nonlinear systems under noisy observations
by: Wang, Ziliang, et al.
Published: (2026)

On the graphical stability of hybrid solutions with non-matching jump times: Extended Paper
by: Biemond, J. J. B., et al.
Published: (2019)

Nonlinear and degenerate discounted approximation in discrete weak KAM theory
by: Ni, Panrui, et al.
Published: (2024)

Non-Asymptotic Bounds for Closed-Loop Identification of Unstable Nonlinear Stochastic Systems
by: Siriya, Seth, et al.
Published: (2024)

A Framework for Adaptive Stabilisation of Nonlinear Stochastic Systems
by: Siriya, Seth, et al.
Published: (2025)

Low-dimensional observer design for stable linear systems by model reduction
by: Shakib, M. F., et al.
Published: (2025)

Semi-definite programs for online control of nonlinear systems with stability guarantees
by: Dai, Xiaoyan
Published: (2026)

Scaling policy iteration based reinforcement learning for unknown discrete-time linear systems
by: Pang, Zhen, et al.
Published: (2024)

On the vanishing viscosity limit of Hamilton-Jacobi equations with nearly optimal discount
by: Wang, Zibo, et al.
Published: (2025)

Koopman-based control using sum-of-squares optimization: Improved stability guarantees and data efficiency
by: Strässer, Robin, et al.
Published: (2024)

Newton and interior-point methods for (constrained) nonconvex-nonconcave minmax optimization with stability and instability guarantees
by: Chinchilla, Raphael, et al.
Published: (2022)

Data informativity for stabilization of discrete-time infinite-dimensional systems
by: Wakaiki, Masashi
Published: (2025)

Koopman-based feedback design with stability guarantees
by: Strässer, Robin, et al.
Published: (2023)

Energy-optimal control of discrete-time port-Hamiltonian systems
by: Sarkar, Arijit, et al.
Published: (2025)

Primal-dual programs for the constrained optimal impulse control: discounted model
by: Piunovskiy, Alexey, et al.
Published: (2025)

Linearly discounted economic MPC without terminal conditions for periodic optimal operation
by: Schwenkel, Lukas, et al.
Published: (2022)

Learning to accelerate Krasnosel'skii-Mann fixed-point iterations with guarantees
by: Martin, Andrea, et al.
Published: (2026)

Consistent inverse optimal control for discrete-time nonlinear stochastic systems
by: Wang, Ziliang, et al.
Published: (2025)

Towards optimal control of ensembles of discrete-time systems
by: Fiedler, Christian, et al.
Published: (2025)

Synthesis of safety certificates for discrete-time uncertain systems via convex optimization
by: Fochesato, Marta, et al.
Published: (2025)

Online Convex Optimization Using Coordinate Descent Algorithms
by: Lin, Yankai, et al.
Published: (2022)

Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions
by: Ding, Kai, et al.
Published: (2025)

Statistically consistent inverse optimal control for discrete-time indefinite linear-quadratic systems
by: Zhang, Han, et al.
Published: (2022)

Kernel EDMD for data-driven nonlinear Koopman MPC with stability guarantees
by: Bold, Lea, et al.
Published: (2025)

Computing stabilizing feedback gains for stochastic linear systems via policy iteration method
by: Zhang, Xinpei, et al.
Published: (2025)

On the existence of Monge solutions to multi-marginal optimal transport with quadratic cost and uniform discrete marginals
by: Emami, Pedram, et al.
Published: (2024)

Data-driven MPC with stability guarantees using extended dynamic mode decomposition
by: Bold, Lea, et al.
Published: (2023)

Performance guarantees for optimization-based state estimation using turnpike properties
by: Schiller, Julian D., et al.
Published: (2025)

Learning-based primal-dual optimal control of discrete-time stochastic systems with multiplicative noise
by: Jiang, Xiushan, et al.
Published: (2025)

String stability and guaranteed safety via funnel cruise control for vehicle platoons
by: Berger, Thomas, et al.
Published: (2024)

Improved guarantees for optimal Nash equilibrium seeking and bilevel variational inequalities
by: Samadi, Sepideh, et al.
Published: (2023)

Parallel-in-iteration optimization using multigrid reduction-in-time
by: Araújo, G. H. M., et al.
Published: (2026)