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Costa, Oswaldo Luiz do Valle

Continuous Average Control of Piecewise Deterministic Markov Processes

Costa, Oswaldo Luiz do Valle - Continuous Average Control of Piecewise Deterministic Markov Processes, ebook

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ISBN: 9781461469834
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Table of contents

1. Introduction
Oswaldo Luiz Costa, François Dufour

2. Average Continuous Control of PDMPs
Oswaldo Luiz Costa, François Dufour

3. Optimality Equation for the Average Control of PDMPs
Oswaldo Luiz Costa, François Dufour

4. The Vanishing Discount Approach for PDMPs
Oswaldo Luiz Costa, François Dufour

5. The Policy Iteration Algorithm for PDMPs
Oswaldo Luiz Costa, François Dufour

6. Examples
Oswaldo Luiz Costa, François Dufour

Keywords: Mathematics, Probability Theory and Stochastic Processes, Continuous Optimization, Systems Theory, Control, Operations Research, Management Science, Complex Systems

Author(s)
 
Publisher
Springer
Publication year
2013
Language
en
Edition
2013
Series
SpringerBriefs in Mathematics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9781461469834

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