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IMA Journal of Mathematical Control and Information 1991 8(1):1-27; doi:10.1093/imamci/8.1.1
© 1991 by Institute of Mathematics and its Applications
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Asymptotic Convergence for the Average Impulse Control of Piecewise Deterministic Processes

O. L. V. COSTA

Departamento de Engenharia de Eletricidade, Escola Politécnica da Universidade de São Paulo Caixa Postal 8.174, São Paulo SP Brazil

This paper considers the general average impulse control of piecewise deterministic processes. In the first part of the paper, the optimality equation and sufficient condition for existence of a solution are established. In the second part, it is shown that, under certain conditions, a solution to the optimality equation can be obtained by a value-iteration technique which involves a sequence of one-dimensional minimizations.


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