Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method
DOI10.1007/S00245-012-9169-XzbMATH Open1269.93020OpenAlexW1995171462MaRDI QIDQ2391933FDOQ2391933
Publication date: 5 August 2013
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-012-9169-x
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gene expressionviscosity solutionsstability domainstochastic gene networksgene networkslinearization techniquesZubov's methodoccupational measurecontrolled piecewise deterministic Markov processes (PDMP)Cook's modelHamilton-Jacobi integral-differential equationinfinite horizon control problemsinfinite-dimensional set
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Linearizations (93B18) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)
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Cited In (13)
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- Optimality issues for a class of controlled singularly perturbed stochastic systems
- Return-to-normality in a piecewise deterministic Markov SIR+V model with pharmaceutical and non-pharmaceutical interventions
- Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses
- Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming
- A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes
- Optimality conditions for \(\mathbb{L}^p\) problems with reflected dynamics
- Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach
- Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates
- Abel-type results for controlled piecewise deterministic Markov processes
- Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes
- A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks
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