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- W2316357002 abstract "This paper presents a state space and time discretization for the general average impulse control of piecewise deterministic Markov processes (PDPs). By combining several previous results we show that under some continuity, boundedness and compactness conditions on the parameters of the process, boundedness of the discretizations, and compactness of the state space, the discretized problem will converge uniformly to the original one. An application to optimal capacity expansion under uncertainty is given." @default.
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- W2316357002 date "1993-06-01" @default.
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- W2316357002 title "Discretizations for the average impulse control of piecewise deterministic processes" @default.
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- W2316357002 doi "https://doi.org/10.1017/s0021900200117413" @default.
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