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Some support considerations in the asymptotic optimality of two-scale controlled PDMP - MaRDI portal

Some support considerations in the asymptotic optimality of two-scale controlled PDMP (Q2829839)

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scientific article; zbMATH DE number 6649394
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English
Some support considerations in the asymptotic optimality of two-scale controlled PDMP
scientific article; zbMATH DE number 6649394

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    Some support considerations in the asymptotic optimality of two-scale controlled PDMP (English)
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    8 November 2016
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    piecewise deterministic Markov processes
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    optimality conditions
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    linear programming
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    singular perturbations
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    occupational measures
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