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arXiv · 2507.01556

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

Duc Cuong Nguyen
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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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Duc Cuong Nguyen. 2025-07-04. Approximate Solution Methods for the Average Reward Criterion in Optimal Tracking Control of Linear Systems. https://arxiv.org/abs/2507.01556

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