Approximate optimization of an infinite-step discrete process using an averaged performance criterion (Q1324052)

For the stationary infinite discrete process: \[ J(n)= \lim_{k\to\infty} {1\over k+1}\sum F(x(i),u(i))\to\text{Min}, \] \(x(i+1)= f(x(i),u(i))\), \(x(0)= x_ 0\), \(u\in U\), \(i=0,1,\dots\), an optimal control is constructed via approximation by a cell-discrete process.