On Linearized Formulations for Control Problems with Piecewise Deterministic Markov Dynamics

Dan Goreac (1)

1 PS

We provide linear programming (primal and dual) formulations of discounted, infinite horizon control problems for piecewise deterministic Markov processes (PDMP) associated to stochastic gene networks. These formulations involve an infinite-dimensional set of probability measures and are obtained using viscosity solutions theory.

Mots clés: viscosity solutions; PDMP; occupational measure; gene networks

Domaines: Probabilités [math.PR]; Optimisation et contrôle [math.OC]

Dan Goreac. On Linearized Formulations for Control Problems with Piecewise Deterministic Markov Dynamics. Seventh Congress of Romanian Mathematicians, 2011, Brasov, Romania. pp.131-144. ⟨hal-00793564⟩