Average Continuous Control of Piecewise Deterministic Markov Processes
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Publication:3083221
DOI10.1137/080718541zbMath1213.60124arXiv0809.0477WikidataQ56560046 ScholiaQ56560046MaRDI QIDQ3083221
François Dufour, Oswaldo L. V. Costa
Publication date: 21 March 2011
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0809.0477
optimal control; vanishing discount approach; continuous-time; piecewise deterministic Markov process; long run average cost; integro-differential optimality equation
60J25: Continuous-time Markov processes on general state spaces
93E20: Optimal stochastic control
90C40: Markov and semi-Markov decision processes
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