2 papers
math.OC2025
Discounted LQR: stabilizing (near-)optimal state-feedback laws
Jonathan de Brusse, Jamal Daafouz, Mathieu Granzotto +2
We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability pro…
math.OC2024
Policy iteration for discrete-time systems with discounted costs: stability and near-optimality guarantees
Jonathan de Brusse, Mathieu Granzotto, Romain Postoyan +1
Given a discounted cost, we study deterministic discrete-time systems whose inputs are generated by policy iteration (PI). We provide novel near-optimality and stability properties…