Costa, Oswaldo Luiz do Valle
Continuous Average Control of Piecewise Deterministic Markov Processes
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)
- Costa, Oswaldo Luiz do Valle
- Dufour, Francois
- Publisher
- Springer
- Publication year
- 2013
- Language
- en
- Edition
- 2013
- Series
- SpringerBriefs in Mathematics
- Page amount
- 12 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9781461469834
