scholarly journals Deriving a kinetic uncertainty relation for piecewise deterministic processes: from classical to quantum

Author(s):  
Fei Liu
1993 ◽  
Vol 30 (2) ◽  
pp. 405-420 ◽  
Author(s):  
O. L. V. Costa

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.


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