Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach - Probabilités et statistiques
Article Dans Une Revue ESAIM: Proceedings and Surveys Année : 2014

Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach

Résumé

We prove a uniform Abelian result for controlled systems with piecewise deterministic Markov dynamics : the existence of a uniform limit for value functions with discounted costs as the discount factor decreases to zero implies the existence of a (uniform) value function with long time average cost. The result is independent of dissipativity properties of the control system
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hal-01142705 , version 1 (25-10-2023)

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Dan Goreac, Oana-Silvia Serea. Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach. ESAIM: Proceedings and Surveys, 2014, Congrès SMAI 2013 Seignosse le Penon, France, 27-31 mai 2013, 45, pp.168-177. ⟨10.1051/proc/201445017⟩. ⟨hal-01142705⟩
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