{
  "id": "0902.2673",
  "version": "v1",
  "published": "2009-02-16T12:20:38.000Z",
  "updated": "2009-02-16T12:20:38.000Z",
  "title": "The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes",
  "authors": [
    "O. L. V. Costa",
    "F. Dufour"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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 processes (PDMP's) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-02-16T12:20:38.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J25",
      "90C40",
      "93E20"
    ],
    "keywords": [
      "piecewise deterministic markov processes",
      "policy iteration algorithm",
      "average continuous control problem",
      "run average continuous control"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0902.2673C"
    }
  }
}