Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach***
We prove a uniform Abelian result for controlled systems with piecewise deterministic Markov dynamics : the existence of a uniform limit for value functions with discounted costs as the discount factor decreases to zero implies the existence of a (uniform) value functio...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2014-09-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | http://dx.doi.org/10.1051/proc/201445017 |