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Proceedings of the 44th IEEE Conference on Decision and Control
In this paper we consider the long run average continuous control problem of piecewise-deterministic Markov processes (PDP's for short). The control variable acts on the jump rate λ and transition measure Q of the PDP. The main goal of the paper is to characterize the optimality equation of the problem in terms of integro-differential equations for the continuous-time problem as well as in terms of embedded discrete-time Markov chains associated to the PDP.doi:10.1109/cdc.2005.1582406 fatcat:pvnewioqdbh47iyysvwwr24mwe