2 papers
math.PR2009
The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes
O. L. V. Costa, F. Dufour
The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov process…
math.PR2008
The Vanishing Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes
O. L. V. Costa, F. Dufour
The main goal of this paper is to derive sufficient conditions for the existence of an optimal control strategy for the long run average continuous control problem of piecewise det…