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

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

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...

متن کامل

Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

Recently there have been conceptually new developments in Monte Carlo methods through the introduction of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has led to some fundamentally new Monte Carlo algorithms which can be used to sample from, say, a posterior distribution. Interestingly, continuous-time...

متن کامل

Numerical methods for optimal control of piecewise deterministic Markov processes

Scientific Research context: In 1980, M.H.A. Davis [1] introduced in probability theory Piecewise Deterministic Markov Processes (PDMP) as a general class of models suitable for formulating optimization problems in queuing and inventory systems, maintenance-replacement models, investment scheduling and many other areas of operation research. In the continuous-time context, stochastic control th...

متن کامل

Piecewise deterministic Markov processes in biological models

We present a short introduction into the framework of piecewise deterministic Markov processes. We illustrate the abstract mathematical setting with a series of examples related to dispersal of biological systems, cell cycle models, gene expression, physiologically structured populations, as well as neural activity. General results concerning asymptotic properties of stochastic semigroups induc...

متن کامل

Demographic noise and piecewise deterministic Markov processes.

We explore a class of hybrid (piecewise deterministic) systems characterized by a large number of individuals inhabiting an environment whose state is described by a set of continuous variables. We use analytical and numerical methods from nonequilibrium statistical mechanics to study the influence that intrinsic noise has on the qualitative behavior of the system. We discuss the application of...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: ESAIM: Proceedings and Surveys

سال: 2014

ISSN: 2267-3059

DOI: 10.1051/proc/201445017