Mean-Field Pontryagin Maximum Principle |
| |
Authors: | Mattia Bongini Massimo Fornasier Francesco Rossi Francesco Solombrino |
| |
Institution: | 1.Centro de Investigación en Matemáticas,Guanajuato,Mexico |
| |
Abstract: | This paper provides a characterization of the optimal average cost function, when the long-run (risk-sensitive) average cost criterion is used. The Markov control model has a denumerable state space with finite set of actions, and the characterization presented is given in terms of a system of local Poisson equations, which gives as a by-product the existence of an optimal stationary policy. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|