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Optimality Equation for the Average Control of PDMPs

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Book cover Continuous Average Control of Piecewise Deterministic Markov Processes

Part of the book series: SpringerBriefs in Mathematics ((BRIEFSMATH))

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Abstract

This chapter presents the main characterization results regarding the optimality equation for long-run average cost.

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Correspondence to Oswaldo Luiz do Valle Costa .

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© 2013 Oswaldo Luiz do Valle Costa, François Dufour

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do Valle Costa, O.L., Dufour, F. (2013). Optimality Equation for the Average Control of PDMPs. In: Continuous Average Control of Piecewise Deterministic Markov Processes. SpringerBriefs in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-6983-4_3

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