Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes

DOI10.1007/S00245-010-9124-7MaRDI QIDQ538474zbMATH OpenFDO

Authors Oswaldo Luiz V. Costa, F. Dufour

Publication date 25 May 2011

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

optimal controlsingular perturbationcontinuous-timepiecewise-deterministic Markov processesinfinite discounted expected cost

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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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
• Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics
• scientific article; zbMATH DE number 2189789 (Why is no real title available?)
• Nearly optimal control of singularly perturbed Markov decision processes in discrete time
• scientific article; zbMATH DE number 4170818 (Why is no real title available?)
• Abel-type results for controlled piecewise deterministic Markov processes

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