Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes
DOI10.1007/S00245-010-9124-7zbMATH Open1222.60056MaRDI QIDQ538474FDOQ538474
Authors: Oswaldo Luiz V. Costa, F. Dufour 
Publication date: 25 May 2011
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
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- scientific article; zbMATH DE number 2015359
optimal controlsingular perturbationcontinuous-timepiecewise-deterministic Markov processesinfinite discounted expected cost
Continuous-time Markov processes on discrete state spaces (60J27) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)
Cites Work
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Cited In (10)
- Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions
- Singularly perturbed discounted Markov control processes in a general state space
- Random splitting of fluid models: unique ergodicity and convergence
- Stability and singular perturbations in constrained Markov decision problems
- Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses
- Title not available (Why is that?)
- Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics
- Nearly optimal control of singularly perturbed Markov decision processes in discrete time
- Title not available (Why is that?)
- Abel-type results for controlled piecewise deterministic Markov processes
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