On the Poisson Equation for Piecewise-Deterministic Markov Processes

DOI10.1137/S0363012901393523MaRDI QIDQ4443024zbMATH OpenOpenAlexFDO

Authors Oswaldo Luiz V. Costa, F. Dufour

Publication date 8 January 2004

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012901393523

zbMATH Keywords

Markov chainPoisson equationpiecewise-deterministic Markov process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on general state spaces (60J25)

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• Stochastic modelling and control of antibiotic subtilin production
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• Ergodicity of a certain Markov process of Poisson type
• Central limit theorems and diffusion approximations for multiscale Markov chain models
• Stationary distributions for piecewise-deterministic Markov processes
• Characterization of the marginal distributions of Markov processes used in dynamic reliability

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