Average Continuous Control of Piecewise Deterministic Markov Processes

DOI10.1137/080718541zbMath1213.60124arXiv0809.0477OpenAlexW354839235WikidataQ56560046 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

zbMATH Keywords

optimal controlvanishing discount approachcontinuous-timepiecewise deterministic Markov processlong run average costintegro-differential optimality equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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