The Policy Iteration Algorithm for PDMPs

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


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.


Policy Iteration Algorithm (PIA) Average Control Problem Shift Control Strategy Optimality Equation Geometric Convergence 
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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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