Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach - Laboratoire d'Analyse et de Mathématiques Appliquées Accéder directement au contenu
Article Dans Une Revue ESAIM: Proceedings and Surveys Année : 2014

Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach

Résumé

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
Fichier principal
Vignette du fichier
proc144517.pdf (163.83 Ko) Télécharger le fichier
Origine : Fichiers éditeurs autorisés sur une archive ouverte

Dates et versions

hal-01142705 , version 1 (25-10-2023)

Identifiants

Citer

Dan Goreac, Oana-Silvia Serea. Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach. ESAIM: Proceedings and Surveys, 2014, Congrès SMAI 2013 Seignosse le Penon, France, 27-31 mai 2013, 45, pp.168-177. ⟨10.1051/proc/201445017⟩. ⟨hal-01142705⟩
146 Consultations
3 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More