The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes
نویسندگان
چکیده
منابع مشابه
Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach
This result has been generalized by Feller (cf. [12], XIII.5) to the case of uncontrolled deterministic dynamics in continuous time, [2] to deterministic controlled dynamics, etc. A further generalization (cf. [19]) allows the limit value function with respect to a system governed by controlled deterministic dynamics to depend on the initial data. In the Brownian diffusion setting, similar resu...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2009
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200006203