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The Vanishing Discount Approach for PDMPs

  • Oswaldo Luiz do Valle CostaEmail author
  • François Dufour
Chapter
  • 619 Downloads
Part of the SpringerBriefs in Mathematics book series (BRIEFSMATH)

Abstract

This chapter is devoted to the existence of an optimal control strategy for the long-run average continuous control problem of PDMPs using the vanishing discount approach. This is done by first establishing in Sect. 4.2 an optimality equation for the discounted control problem. In the sequel, two sets of assumptions are considered.

Keywords

Discounted Control Problem Optimality Equation Optimal Feedback Control Strategies Weighted Norm Spaces Geometric Ergodicity Condition 
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Copyright information

© Oswaldo Luiz do Valle Costa, François Dufour 2013

Authors and Affiliations

  • Oswaldo Luiz do Valle Costa
    • 1
    Email author
  • François Dufour
    • 2
  1. 1.Department of Telecommunications and Control EngineeringUniversity of São PauloSão PauloBrazil
  2. 2.Universite Bordeaux 1, Institut de Mathématiques de BordeauxInstitut Polytechnique de BordeauxTalence cedexFrance

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