Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach - Archive ouverte HAL
Article Dans Une Revue ESAIM: Proceedings and Surveys Année : 2014

Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach

Résumé

We prove a uniform Abelian result for controlled systems with piecewise deterministic Markov dynamics : the existence of a uniform limit for value functions with discounted costs as the discount factor decreases to zero implies the existence of a (uniform) value function with long time average cost. The result is independent of dissipativity properties of the control system
Fichier principal
Vignette du fichier
proc144517.pdf (163.83 Ko) Télécharger le fichier
Origine Fichiers éditeurs autorisés sur une archive ouverte

Dates et versions

hal-01142705 , version 1 (25-10-2023)

Identifiants

Citer

Dan Goreac, Oana-Silvia Serea. Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach. ESAIM: Proceedings and Surveys, 2014, Congrès SMAI 2013 Seignosse le Penon, France, 27-31 mai 2013, 45, pp.168-177. ⟨10.1051/proc/201445017⟩. ⟨hal-01142705⟩
158 Consultations
20 Téléchargements

Altmetric

Partager

More