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On Linearized Formulations for Control Problems with Piecewise Deterministic Markov Dynamics

Dan Goreac 1
1 PS
LAMA - Laboratoire d'Analyse et de Mathématiques Appliquées
Abstract : 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.
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https://hal-upec-upem.archives-ouvertes.fr/hal-00793564
Contributor : Dan Goreac <>
Submitted on : Friday, February 22, 2013 - 3:25:27 PM
Last modification on : Thursday, March 19, 2020 - 12:26:03 PM

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  • HAL Id : hal-00793564, version 1

Citation

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⟩

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