The vanishing discount approach for the average continuous control of piecewise deterministic Markov processes

DOI10.1239/JAP/1261670695zbMATH Open1193.60094OpenAlexW2130401049MaRDI QIDQ3402065FDOQ3402065

Authors: Oswaldo Luiz V. Costa, F. Dufour 

Publication date: 2 February 2010

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1261670695

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zbMATH Keywords

Piecewise-deterministic Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Operations Research and Capacity Expansion Problems: A Survey
• Average optimality for continuous-time Markov decision processes in Polish spaces
• Average optimality for continuous-time Markov decision processes with a policy iteration approach
• Average optimality for Markov decision processes in borel spaces: a new condition and approach
• Stability of Piecewise-Deterministic Markov Processes
• Optimal capacity expansion under uncertainty

Cited In (13)

• Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes
• Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes.
• Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses
• The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes
• Optimal control of piecewise deterministic Markov processes
• Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
• Adaptive discounted control for piecewise deterministic Markov processes
• Average continuous control of piecewise deterministic Markov processes
• Continuous average control of piecewise deterministic Markov processes
• Uniform asymptotics in the average continuous control of piecewise deterministic Markov processes: vanishing approach
• Abel-type results for controlled piecewise deterministic Markov processes
• Controlled Switching Diffusions Under Ambiguity: The Average Criterion
• The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints

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