Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes

DOI10.1007/S00245-010-9124-7zbMath1222.60056MaRDI QIDQ538474

Oswaldo L. V. Costa, François Dufour

Publication date: 25 May 2011

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

optimal controlsingular perturbationcontinuous-timepiecewise-deterministic Markov processesinfinite discounted expected cost

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions ⋮ Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics ⋮ Random splitting of fluid models: unique ergodicity and convergence

Cites Work

• Stochastic optimal control. The discrete time case
• Weak convergence methods and singularly perturbed stochastic control and filtering problems
• Control of dynamic systems under the influence of singularly perturbed Markov chains
• Average Continuous Control of Piecewise Deterministic Markov Processes
• Applications of Singular Perturbation Techniques to Control Problems
• Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes
• Discrete-Time Markov Chains
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