Some Support Considerations in the Asymptotic Optimality of Two-Scale Controlled PDMP
Résumé
The aim of this short note is to give a linear programming approach to op-timality conditions (expressed through support criteria) in control problems with piecewise deterministic Markov dynamics. Two classes are considered: classical, discounted control problems and asymptotic problems associated to two-scales (perturbed) systems.
Domaines
Optimisation et contrôle [math.OC]
Origine : Fichiers produits par l'(les) auteur(s)
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