Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses

Dan Goreac (1)

1 PS

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.

Mots clés: Stochastic Gene Networks; Stochastic Control; Asymptotic Value Function; Piecewise Deterministic Markov Process

Domaines: Optimisation et contrôle [math.OC]; Probabilités [math.PR]

Dan Goreac. Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses. 2014. ⟨hal-01089528v3⟩