LP Based Bounds for Cesàro and Abel Limits of the Optimal Values in Non-ergodic Stochastic Systems

Konstantin Avrachenkov, Vladimir Gaitsgory, Lucas Gamertsfelder. LP Based Bounds for Cesàro and Abel Limits of the Optimal Values in Non-ergodic Stochastic Systems. In 2021 European Control Conference, ECC 2021, Virtual Event / Delft, The Netherlands, June 29 - July 2, 2021. pages 2444-2449, IEEE, 2021. [doi]

Abstract

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