Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses
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limit value functionlinear programmingpiecewise deterministic Markov processesrandom measuresstochastic controlstochastic gene networksswitch processtemperate virusesviscosity techniques
Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Miscellaneous topics in calculus of variations and optimal control (49N99) Random measures (60G57) Continuous-time Markov processes on general state spaces (60J25) Linear programming (90C05) Systems biology, networks (92C42) Optimal stochastic control (93E20)
Abstract: We aim at characterizing the asymptotic behavior of value functions in the control of piece-wise deterministic Markov processes (PDMP) of switch type under nonexpansive assumptions. For a particular class of processes inspired by temperate viruses, we show that uniform limits of discounted problems as the discount decreases to zero and time-averaged problems as the time horizon increases to infinity exist and coincide. The arguments allow the limit value to depend on initial configuration of the system and do not require dissipative properties on the dynamics. The approach strongly relies on viscosity techniques, linear programming arguments and coupling via random measures associated to PDMP. As an intermediate step in our approach, we present the approximation of discounted value functions when using piecewise constant (in time) open-loop policies.
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Cited in
(4)- SIR epidemics with state-dependent costs and ICU constraints: a Hamilton-Jacobi verification argument and dual LP algorithms
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- LP techniques in the control of reflected jump systems and their relevance for epidemics
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