DE SAPORTA, Benoîte; DUFOUR, François; GEERAERT, Alizée

doi:10.1016/j.automatica.2016.11.039

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DE SAPORTA, Benoîte
Quality control and dynamic reliability [CQFD]
Institut Montpelliérain Alexander Grothendieck [IMAG]

DUFOUR, François
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques de Bordeaux [IMB]

GEERAERT, Alizée
Thalès Optronique
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques de Bordeaux [IMB]

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Article de revue

Ce document a été publié dans

Automatica. 2017, vol. 77, p. 219-229

Elsevier

Résumé en anglais

This paper deals with the general discounted impulse control problem of a piecewisedeterministic Markov process. We investigate a new family of ǫ-optimal strategies. Theconstruction of such strategies is explicit and only necessitates the previous knowledgeof the cost of the no-impulse strategy. In particular, it does not require the resolutionof auxiliary optimal stopping problem or the computation of the value function at eachpoint of the state space. This approach is based on the iteration of a single-jump-orinterventionoperator associated to the piecewise deterministic Markov process.< Réduire

DOI

http://dx.doi.org/10.1016/j.automatica.2016.11.039

Project ANR

Ergodicité, contrôle et statistique pour les PDMP - ANR-12-JS01-0006

Origine

Importé de hal

Unités de recherche

Institut de Mathématiques de Bordeaux (IMB) - UMR 5251