We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied to general On/Off systems, Cook's model for haploinsufficiency, and a stochastic model for bacteriophage λ.
Mots-clés : viscosity solutions, pdmp, gene networks
@article{COCV_2012__18_2_401_0, author = {Goreac, Dan}, title = {Viability, invariance and reachability for controlled piecewise deterministic {Markov} processes associated to gene networks}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {401--426}, publisher = {EDP-Sciences}, volume = {18}, number = {2}, year = {2012}, doi = {10.1051/cocv/2010103}, mrnumber = {2954632}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/cocv/2010103/} }
TY - JOUR AU - Goreac, Dan TI - Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2012 SP - 401 EP - 426 VL - 18 IS - 2 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/cocv/2010103/ DO - 10.1051/cocv/2010103 LA - en ID - COCV_2012__18_2_401_0 ER -
%0 Journal Article %A Goreac, Dan %T Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks %J ESAIM: Control, Optimisation and Calculus of Variations %D 2012 %P 401-426 %V 18 %N 2 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/cocv/2010103/ %R 10.1051/cocv/2010103 %G en %F COCV_2012__18_2_401_0
Goreac, Dan. Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks. ESAIM: Control, Optimisation and Calculus of Variations, Tome 18 (2012) no. 2, pp. 401-426. doi : 10.1051/cocv/2010103. http://archive.numdam.org/articles/10.1051/cocv/2010103/
[1] Viscosity solutions of nonlinear integro-differential equations. Ann. Inst. Henri Poincaré, Anal. non linéaire 13 (1996) 293-317. | Numdam | MR | Zbl
and ,[2] Viability Theory. Birkhäuser (1992). | MR | Zbl
,[3] Stochastic viability and invariance. Ann. Sc. Norm. Pisa 27 (1990) 595-694. | Numdam | MR | Zbl
and ,[4] Set Valued Analysis. Birkhäuser (1990). | MR | Zbl
and ,[5] Optimal control and viscosity solutions of Hamilton-Jacobi- Bellman equations. Systems and Control : Foundations and Applications, Birkhäuser (1997). | MR | Zbl
and ,[6] Invariant sets for controlled degenerate diffusions : a viscosity solutions approach, in Stochastic analysis, control, optimization and applications, Systems Control Found. Appl., Birkhäuser, Boston, MA (1999) 191-208. | MR | Zbl
and ,[7] A geometric characterization of viable sets for controlled degenerate diffusions. Set-Valued Anal. 10 (2002) 129-141. | MR | Zbl
and ,[8] Second-order elliptic integro-differential equations : Viscosity solutions theory revisited. Ann. Inst. Henri Poincaré, Anal. non linéaire 25 (2008) 567-585. | Numdam | MR | Zbl
and ,[9] On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations. ESAIM : M2AN 36 (2002) 33-54. | Numdam | MR | Zbl
and ,[10] Existence of stochastic control under state constraints. C. R. Acad. Sci. Paris Sér. I Math. 327 (1998) 17-22. | MR | Zbl
, , and ,[11] Stochastic optimal control and linear programming approach. Appl. Math. Opt. 63 (2011) 257-276. | MR | Zbl
, and ,[12] Modelling stochastic gene expression : Implications for haploinsufficiency. Proc. Natl. Acad. Sci. USA 95 (1998) 15641-15646.
, and ,[13] Hybrid stochastic simplifications for multiscale gene networks. BMC Systems Biology 3 (2009).
, and ,[14] Markov Models and Optimization, Monographs on Statistics and Applied probability 49. Chapman & Hall (1993). | MR | Zbl
,[15] Statistical fluctuations in autocatalytic reactions. J. Chem. Phys. 8 (1940) 120-124.
,[16] Viability for constrained stochastic differential equations. Differential Integral Equations 6 (1993) 1395-1414. | MR | Zbl
and ,[17] Noise-based switches and amplifiers for gene expression. PNAS 97 (2000) 2075-2080.
, , and ,[18] Optimal control with state-space constraint. II. SIAM J. Control Optim. 24 (1986) 1110-1122. | MR | Zbl
,[19] The viability property of controlled jump diffusion processes. Acta Math. Sinica 24 (2008) 1351-1368. | MR | Zbl
and ,Cité par Sources :