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We study three existing issues associated with optimization of long-run average rewards of time-nonhomogeneous Markov processes in continuous time with continuous state spaces: 1) the underselectivity, i.e., the optimal policies do not depend on their actions in any finite time period; 2) its related issue, the bias optimality, i.e., policies that optimize both long-run average and transient total...
Computation of transient and gain bound estimates via a max-plus power method is considered for a class of nonlinear systems that satisfy a nonlinear L2-gain property. In particular, a max-plus power method is developed for solving an auxiliary optimal control problem that captures worst case behaviour with respect to this nonlinear L2-gain property. This auxiliary problem is formulated so as to ameliorate...
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