Geodesic
Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach
Dan Goreac1 ; Oana-Silvia Serea2
1 Université Paris-Est, LAMA, UMR8050, 5, boulevard Descartes, Cité Descartes, Champs-sur-Marne, 77454 Marne-la-Vallée, France.
2 Univ. Perpignan Via Domitia, LAboratoire de Mathématiques et PhySique, EA 4217, F-66860 Perpignan, France
ESAIM. Proceedings, Tome 45 (2014), pp. 168-177 Cet article a éte moissonné depuis la source EDP Sciences

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We prove a uniform Abelian result for controlled systems with piecewise deterministic Markov dynamics : the existence of a uniform limit for value functions with discounted costs as the discount factor decreases to zero implies the existence of a (uniform) value function with long time average cost. The result is independent of dissipativity properties of the control system.
DOI : 10.1051/proc/201445017

Dan Goreac 1 ; Oana-Silvia Serea 2

1 Université Paris-Est, LAMA, UMR8050, 5, boulevard Descartes, Cité Descartes, Champs-sur-Marne, 77454 Marne-la-Vallée, France.
2 Univ. Perpignan Via Domitia, LAboratoire de Mathématiques et PhySique, EA 4217, F-66860 Perpignan, France 
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     author = {Dan Goreac and Oana-Silvia Serea},
     title = {Uniform {Assymptotics} in the {Average} {Continuous} {Control} of {Piecewise} {Deterministic} {Markov} {Processes} : {Vanishing} {Approach}},
     journal = {ESAIM. Proceedings},
     pages = {168--177},
     year = {2014},
     volume = {45},
     doi = {10.1051/proc/201445017},
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     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201445017/}
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Dan Goreac; Oana-Silvia Serea. Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach. ESAIM. Proceedings, Tome 45 (2014), pp. 168-177. doi: 10.1051/proc/201445017

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