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.

Voir la notice de l'article provenant de la source EDP Sciences

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 
@article{EP_2014_45_a17,
     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},
     publisher = {mathdoc},
     volume = {45},
     year = {2014},
     doi = {10.1051/proc/201445017},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201445017/}
}
TY  - JOUR
AU  - Dan Goreac
AU  - Oana-Silvia Serea
TI  - Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach
JO  - ESAIM. Proceedings
PY  - 2014
SP  - 168
EP  - 177
VL  - 45
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.1051/proc/201445017/
DO  - 10.1051/proc/201445017
LA  - en
ID  - EP_2014_45_a17
ER  - 
%0 Journal Article
%A Dan Goreac
%A Oana-Silvia Serea
%T Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach
%J ESAIM. Proceedings
%D 2014
%P 168-177
%V 45
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1051/proc/201445017/
%R 10.1051/proc/201445017
%G en
%F EP_2014_45_a17
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. http://geodesic.mathdoc.fr/articles/10.1051/proc/201445017/

Cité par Sources :