Averaging for some simple constrained Markov processesReport as inadecuate




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1 CQFD - Quality control and dynamic reliability IMB - Institut de Mathématiques de Bordeaux, Inria Bordeaux - Sud-Ouest

Abstract : In this paper, a class of piecewise deterministic Markov processes with underlying fast dynamic is studied. Using a - penalty method - , an averaging result is obtained when the underlying dynamic is infinitely accelerated. The features of the averaged process, which is still a piecewise deterministic Markov process, are fully described.

Keywords : averaging piecewise deterministic Markov process





Author: Alexandre Genadot -

Source: https://hal.archives-ouvertes.fr/



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