Using Viscosity Solution for Approximations in Piecewise Deterministic Control Systems

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.
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Rapport
RR-3687, INRIA. 1999
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https://hal.inria.fr/inria-00072982
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Soumis le : mercredi 24 mai 2006 - 11:30:46
Dernière modification le : samedi 27 janvier 2018 - 01:31:34
Document(s) archivé(s) le : dimanche 4 avril 2010 - 23:30:12

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Francesco Moresino, Odile Pourtallier, Mabel M. Tidball. Using Viscosity Solution for Approximations in Piecewise Deterministic Control Systems. RR-3687, INRIA. 1999. 〈inria-00072982〉

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