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UNIFORM ASSYMPTOTICS IN THE AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES : VANISHING APPROACH

Dan Goreac 1 Oana Silvia Serea 2 
1 PS
LAMA - Laboratoire d'Analyse et de Mathématiques Appliquées
2 LAMPS - LAboratoire de Modélisation Pluridisciplinaire et Simulations
Abstract : 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.
Keywords : piecewise deterministic Markov processes long run average optimal control
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Conference papers
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https://hal-upec-upem.archives-ouvertes.fr/hal-01069146
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Submitted on : Sunday, September 28, 2014 - 11:33:26 AM
Last modification on : Friday, August 5, 2022 - 2:41:30 PM

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  • HAL Id : hal-01069146, version 1

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Dan Goreac, Oana Silvia Serea. UNIFORM ASSYMPTOTICS IN THE AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES : VANISHING APPROACH. Journées SMAI 2013, Seignosse (Landes), May 2013, France. pp.168-177. ⟨hal-01069146⟩

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