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inria-00072982, version 1

Using Viscosity Solution for Approximations in Piecewise Deterministic Control Systems

Francesco Moresino 1, Odile Pourtallier, Mabel M. Tidball

N° RR-3687 (1999)

Abstract: In [15] a numerical approximation scheme is proposed for the solution of piecewise deterministic control systems (PDCS). This approximation scheme is based on a time discretization which reformulates the original PDCS into a stochastic program. In this paper we prove the convergence of the approximating vector value function to the vector value function of the original PDCS as the discretization's step tends to zero.

  • 1:  MIAOU (INRIA Sophia Antipolis)
  • INRIA
  • Domain : Computer Science/Other
  • Keywords : PIECEWISE DETERMINISTIC CONTROL SYSTEMS / STOCHASTIC JUMP / VECTORIAL VALUE FUNCTION / APPROXIMATION / VISCOSITY SOLUTION
  • Internal note : RR-3687
 
  • inria-00072982, version 1
  • http://hal.inria.fr/inria-00072982
  • oai:hal.inria.fr:inria-00072982
  • From: Rapport De Recherche Inria <>
  • Submitted on: Wednesday, 24 May 2006 11:30:46
  • Updated on: Wednesday, 31 May 2006 14:24:27