Markov Renewal and Piecewise Deterministic Processes

2021 ◽  
Author(s):  
Christiane Cocozza-Thivent
Keyword(s):  
Deterministic Processes ◽  
Piecewise Deterministic Processes

Impulse control of piecewise-deterministic processes

1989 ◽  
Vol 2 (3) ◽  
pp. 187-206 ◽  
Author(s):  
O. L. V. Costa ◽  
M. H. A. Davis
Keyword(s):  
Impulse Control ◽  
Deterministic Processes ◽  
Piecewise Deterministic Processes

Discretizations for the average impulse control of piecewise deterministic processes

1993 ◽  
Vol 30 (2) ◽  
pp. 405-420 ◽  
Author(s):  
O. L. V. Costa
Keyword(s):  
State Space ◽  
Markov Processes ◽  
Impulse Control ◽  
Time Discretization ◽  
Optimal Capacity ◽  
Piecewise Deterministic Markov Processes ◽  
Deterministic Processes ◽  
General Average ◽  
Piecewise Deterministic Processes ◽  
Discretized Problem

This paper presents a state space and time discretization for the general average impulse control of piecewise deterministic Markov processes (PDPs). By combining several previous results we show that under some continuity, boundedness and compactness conditions on the parameters of the process, boundedness of the discretizations, and compactness of the state space, the discretized problem will converge uniformly to the original one. An application to optimal capacity expansion under uncertainty is given.

Sign in / Sign up

Export Citation Format

Share Document