This paper deals with a general class of piecewise deterministic control systems that encompasses FMS flow control models. One uses the Markov renewal decision process formalism to characterize optimal policies via a discrete event dynamic programming approach. A family of control problems with a random stopping time is associated with these optimality conditions. These problems can be reformulated as infinite horizon deterministic control problems. It is then shown how the so-calledturnpike property should hold for these deterministic control problems under classical convexity assumptions. These turnpikes have the same generic properties as the attractors obtained via a problem specific approach in FMS flow control models and production pl...
We consider an infinite-horizon discounted optimal control problem for piecewise deterministic Marko...
We consider both discrete and continuous “uncertain horizon ” deterministic control processes, for w...
The structure of approximate solutions of autonomous discrete-time optimal control problems and indi...
This paper deals with a general class of piecewise deterministic control systems that encompasses FM...
We propose a numerical technique for approximately solving large-scale piecewise deterministic contr...
This paper establishes a link between the concept of hedging point, introduced in a class of models ...
Piecewise-Deterministic Markov Processes (PDPs) are a general class of non- diffusion stochastic sys...
This paper proposes and tests an approximation of the solution of a class of piecewise deterministic...
Abstract. A piecewise deterministic Markov process (PDP) is a continuous time Markov pro-cess consis...
International audienceWe study optimal control problems in infinite horizon when the dynamics belong...
This book is devoted to the study of the turnpike phenomenon and describes the existence of solution...
This paper investigates the random horizon optimal stopping problem for measure-valued piecewise det...
This paper proposes and tests an approximation of the solution of a class of piecewise deterministic...
This book provides a comprehensive study of turnpike phenomenon arising in optimal control theory. T...
We consider an infinite-horizon discounted optimal control problem for piecewise deterministic Marko...
We consider an infinite-horizon discounted optimal control problem for piecewise deterministic Marko...
We consider both discrete and continuous “uncertain horizon ” deterministic control processes, for w...
The structure of approximate solutions of autonomous discrete-time optimal control problems and indi...
This paper deals with a general class of piecewise deterministic control systems that encompasses FM...
We propose a numerical technique for approximately solving large-scale piecewise deterministic contr...
This paper establishes a link between the concept of hedging point, introduced in a class of models ...
Piecewise-Deterministic Markov Processes (PDPs) are a general class of non- diffusion stochastic sys...
This paper proposes and tests an approximation of the solution of a class of piecewise deterministic...
Abstract. A piecewise deterministic Markov process (PDP) is a continuous time Markov pro-cess consis...
International audienceWe study optimal control problems in infinite horizon when the dynamics belong...
This book is devoted to the study of the turnpike phenomenon and describes the existence of solution...
This paper investigates the random horizon optimal stopping problem for measure-valued piecewise det...
This paper proposes and tests an approximation of the solution of a class of piecewise deterministic...
This book provides a comprehensive study of turnpike phenomenon arising in optimal control theory. T...
We consider an infinite-horizon discounted optimal control problem for piecewise deterministic Marko...
We consider an infinite-horizon discounted optimal control problem for piecewise deterministic Marko...
We consider both discrete and continuous “uncertain horizon ” deterministic control processes, for w...
The structure of approximate solutions of autonomous discrete-time optimal control problems and indi...