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Continuous average control of piecewise deterministic Markov processes

Author: Oswaldo Luiz do Valle Costa; François Dufour
Publisher: New York : Springer, [2013] ©2013
Series: SpringerBriefs in mathematics.
Edition/Format:   Print book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Oswaldo Luiz do Valle Costa; François Dufour
ISBN: 9781461469827 1461469821
OCLC Number: 828487890
Description: xii, 116 pages : illustrations ; 24 cm.
Contents: Introduction --
Average continuous control of PDMPs --
Optimality equation for the average control of PDMPs --
The vanishing discount approach for PDMPs --
The policy iteration algorithm for PDMPs --
Examples.
Series Title: SpringerBriefs in mathematics.
Responsibility: Oswaldo Luiz do Valle Costa, Franc̦ois Dufour.

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From the reviews: "This book is a successful attempt to present a recent progress in some control problems for the class of Piecewise Deterministic Markov Processes (PDMP). ... The book is addressed Read more...

 
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