On linearized formulations for control problems with piecewise deterministic Markov dynamics

Authors

  • Dan Goreac Universite Paris-Est, France

Keywords:

stability domain, viscosity solutions, PDMP, occupational measure, Zubov’s method, gene networks

Abstract

We provide linear programming (primal and dual) formulations of discounted, infinite horizon control problems for piecewise deterministic Markov processes (PDMP) associated with stochastic gene networks. These formulations involve an infinite-dimensional set of probability measures and are obtained using viscosity solutions theory.

Author Biography

Dan Goreac, Universite Paris-Est, France

LAMA (UMR 8050), UPEMLV, UPEC, CNRS, F-77454, Marne-la-Vallee

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Published

2013-02-01

Issue

Vol. 5(54) Special Issue (2012)

Section

MATHEMATICS