Averaging for some simple constrained Markov processes
Language
en
Article de revue
This item was published in
Probability and Mathematical Statistics. 2017
Date
2017English Abstract
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. ...Read more >
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. The features of the averaged process, which is still a piecewise deterministic Markov process, are fully described.Read less <
English Keywords
averaging
piecewise deterministic Markov process
ANR Project
Ergodicité, contrôle et statistique pour les PDMP - ANR-12-JS01-0006
Origin
Hal imported