Alessandro N. Vargas, João Bosco Ribeiro do Val. Average optimal stationary policies: convexity and convergence conditions in linear stochastic control systems. In Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009, combined withe the 28th Chinese Control Conference, December 16-18, 2009, Shanghai, China. pages 3388-3393, IEEE, 2009. [doi]
Abstract is missing.