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arXiv · 1606.07577

Averaging for some simple constrained Markov processes

Alexandre Genadot
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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.

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Alexandre Genadot. 2016-06-24. Averaging for some simple constrained Markov processes. https://arxiv.org/abs/1606.07577

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