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

DOI10.1142/9789813142862_0012zbMath1351.49027OpenAlexW2438057606MaRDI QIDQ2829839

Dan Goreac, Oana-Silvia Serea

Publication date: 8 November 2016

Published in: New Trends in Differential Equations, Control Theory and Optimization (Search for Journal in Brave)

Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-01359795/file/GoreacSereaRMC_20160428test.pdf

zbMATH Keywords

linear programmingoptimality conditionssingular perturbationspiecewise deterministic Markov processesoccupational measures

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Linear programming (90C05) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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