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Approximate Solution Methods for the Average Reward Criterion in Optimal Tracking Control of Linear Systems

Published 2 Jul 2025 in math.OC, cs.SY, and eess.SY | (2507.01556v1)

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.

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Authors (1)

  1. Duc Cuong Nguyen 

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