Abstract
The main goal of this chapter is to apply the so-called policy iteration algorithm (PIA) for the long-run average continuous control problem of PDMPs. The first step in this direction is to derive some important properties of a pseudo-Poisson equation associated with the problem.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2013 Oswaldo Luiz do Valle Costa, François Dufour
About this chapter
Cite this chapter
do Valle Costa, O.L., Dufour, F. (2013). The Policy Iteration Algorithm for 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_5
Download citation
DOI: https://doi.org/10.1007/978-1-4614-6983-4_5
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4614-6982-7
Online ISBN: 978-1-4614-6983-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)