Some Support Considerations in the Asymptotic Optimality of Two-Scale Controlled PDMP

D Goreac (1) , Oana Silvia Serea (2)

1 PS
2 LAMPS - LAboratoire de Modélisation Pluridisciplinaire et Simulations

The aim of this short note is to give a linear programming approach to op-timality conditions (expressed through support criteria) in control problems with piecewise deterministic Markov dynamics. Two classes are considered: classical, discounted control problems and asymptotic problems associated to two-scales (perturbed) systems.

Domaines: Optimisation et contrôle [math.OC]

D Goreac, Oana Silvia Serea. Some Support Considerations in the Asymptotic Optimality of Two-Scale Controlled PDMP. Viorel Barbu (“Al I Cuza” University of Iaşi, Romania & Romanian Academy, Romania), Cătălin Lefter (“Al I Cuza” University of Iaşi, Romania & Romanian Academy, Romania), Ioan I Vrabie (“Al I Cuza” University of Iaşi, Romania & Romanian Academy, Romania). New Trends in Differential Equations, Control Theory and Optimization, World Scientific, pp.155-171, 2016, ⟨10.1142/9789813142862_0012⟩. ⟨hal-01359795⟩