The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes (Q607558)

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The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes
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    The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes (English)
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    22 November 2010
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    piecewise-deterministic Markov processes
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    continuous-time
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    long-run average cost
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    optimal control
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    integro-differential optimality inequation
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    policy iteration algorithm
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