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Conference Papers Year : 2012

On Linearized Formulations for Control Problems with Piecewise Deterministic Markov Dynamics

Dan Goreac
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Abstract

We provide linear programming (primal and dual) formulations of discounted, infinite horizon control problems for piecewise deterministic Markov processes (PDMP) associated to stochastic gene networks. These formulations involve an infinite-dimensional set of probability measures and are obtained using viscosity solutions theory.
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Dates and versions

hal-00793564 , version 1 (22-02-2013)

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  • HAL Id : hal-00793564 , version 1

Cite

Dan Goreac. On Linearized Formulations for Control Problems with Piecewise Deterministic Markov Dynamics. Seventh Congress of Romanian Mathematicians, 2011, Brasov, Romania. pp.131-144. ⟨hal-00793564⟩
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