Optimal strategies for impulse control of piecewise deterministic Markov processes
DE SAPORTA, Benoîte
Quality control and dynamic reliability [CQFD]
Institut Montpelliérain Alexander Grothendieck [IMAG]
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]
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]
Thalès Optronique
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques de Bordeaux [IMB]
DE SAPORTA, Benoîte
Quality control and dynamic reliability [CQFD]
Institut Montpelliérain Alexander Grothendieck [IMAG]
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]
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]
< Leer menos
Thalès Optronique
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques de Bordeaux [IMB]
Idioma
en
Article de revue
Este ítem está publicado en
Automatica. 2017, vol. 77, p. 219-229
Elsevier
Resumen en inglés
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 ...Leer más >
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.< Leer menos
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Ergodicité, contrôle et statistique pour les PDMP - ANR-12-JS01-0006
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