The main goal of this paper is to establish some equivalence results on stability, recurrence, and ergodicity between a piecewise deterministic Markov process ( PDMP) {X( t)} and an embedded discrete-time Markov chain ...

This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs) taking values in a general Borel space and with compact action space depending on the state variable. ...

This work is concerned with the existence of an optimal control strategy for the long-run average continuous control problem of piecewise-deterministic Markov processes (PDMPs). In Costa and Dufour (2008), sufficient ...

The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general ...

We study the long-time behavior of variants of the telegraph process with position-dependent jump rates, which result in a monotone gradient-like drift towards the origin. We compute their invariant laws and obtain, via ...

This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space ...

The letter concerns piecewise deterministic processes controlled by a Markov flow with exponentially, Exp (?n), distributed interarrival times T n. Assuming all rates ?n to be different, we study the distribution of a ...

We study the long-time behavior of variants of the telegraph process with position-dependent jump rates, which result in a monotone gradient-like drift towards the origin. We compute their invariant laws and obtain, via ...