Section: New Results

Averaging for some simple constrained Markov processes

In [17], we study a class of piecewise deterministic Markov processes with underlying fast dynamic. 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.

Authors: A. Genadot (Inria CQFD).