Averaging for some simple constrained Markov processes
Langue
en
Article de revue
Ce document a été publié dans
Probability and Mathematical Statistics. 2017
Date de soutenance
2017Résumé en anglais
In this paper, a class of piecewise deterministic Markov processes with underlying fast dynamic is studied. Using a " penalty method " , an averaging result is obtained when the underlying dynamic is infinitely accelerated. ...Lire la suite >
Mots clés en anglais
averaging
piecewise deterministic Markov process
Project ANR
Ergodicité, contrôle et statistique pour les PDMP - ANR-12-JS01-0006