Abel-type results for controlled piecewise deterministic Markov processes

DOI10.1007/s12591-015-0245-yzbMath1359.60098OpenAlexW1972907136MaRDI QIDQ513387

Oana-Silvia Serea, Dan Goreac

Publication date: 6 March 2017

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12591-015-0245-y

zbMATH Keywords

optimal controlTauberian theoremviscosity solutionspiecewise deterministic Markov processesabelian theoremlong run average

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Existence of optimal solutions to problems involving randomness (49J55)

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