arXiv Open Access 2025

Robust Recurrence of Discrete-Time Infinite-Horizon Stochastic Optimal Control with Discounted Cost

Robert H. Moldenhauer Dragan Nešić Mathieu Granzotto Romain Postoyan Andrew R. Teel

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Abstrak

We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochastic formulation of cost-controllability and detectability assumptions inspired by the related literature on deterministic systems, we prove that uniform semi-global practical recurrence holds for the closed-loop system, where the adjustable parameter is the discount factor. Under additional continuity assumptions, we further prove that this property is robust.

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math.OC eess.SY

Penulis (5)

Robert H. Moldenhauer

Dragan Nešić

Mathieu Granzotto

Romain Postoyan

Andrew R. Teel

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APA MLA BibTeX

Moldenhauer, R.H., Nešić, D., Granzotto, M., Postoyan, R., Teel, A.R. (2025). Robust Recurrence of Discrete-Time Infinite-Horizon Stochastic Optimal Control with Discounted Cost. https://arxiv.org/abs/2504.20705

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Informasi Jurnal

Tahun Terbit: 2025
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓