skip to content
Continuous average control of piecewise deterministic Markov processes Preview this item
ClosePreview this item
Checking...

Continuous average control of piecewise deterministic Markov processes

Author: Oswaldo Luiz do Valle Costa; François Dufour, (Mathematician)
Publisher: New York, NY : Springer, ©2013.
Series: SpringerBriefs in mathematics.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
"The intent of this book is to present recent results in the control theory for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs). The book focuses mainly on the long run average cost criteria and extends to the PDMPs some well-known techniques related to discrete-time and continuous-time Markov decision processes, including the so-called "average inequality  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Costa, Oswaldo Luiz do Valle.
Continuous average control of piecewise deterministic Markov processes.
New York : Springer, [2013]
(DLC) 2013934018
(OCoLC)828487890
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Oswaldo Luiz do Valle Costa; François Dufour, (Mathematician)
ISBN: 9781461469834 146146983X
OCLC Number: 840605078
Description: 1 online resource (xii, 116 pages) : illustrations.
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, Francois Dufour.

Abstract:

"The intent of this book is to present recent results in the control theory for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs). The book focuses mainly on the long run average cost criteria and extends to the PDMPs some well-known techniques related to discrete-time and continuous-time Markov decision processes, including the so-called "average inequality approach'', "vanishing discount technique'' and "policy iteration algorithm''. We believe that what is unique about our approach is that, by using the special features of the PDMPs, we trace a parallel with the general theory for discrete-time Markov Decision Processes rather than the continuous-time case. The two main reasons for doing that is to use the powerful tools developed in the discrete-time framework and to avoid working with the infinitesimal generator associated to a PDMP, which in most cases has its domain of definition difficult to be characterized. Although the book is mainly intended to be a theoretically oriented text, it also contains some motivational examples. The book is targeted primarily for advanced students and practitioners of control theory. The book will be a valuable source for experts in the field of Markov decision processes. Moreover, the book should be suitable for certain advanced courses or seminars. As background, one needs an acquaintance with the theory of Markov decision processes and some knowledge of stochastic processes and modern analysis."--Publisher's website.

Reviews

Editorial reviews

Publisher Synopsis

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...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/840605078> # Continuous average control of piecewise deterministic Markov processes
    a schema:MediaObject, schema:Book, schema:CreativeWork ;
    library:oclcnum "840605078" ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/1367312437#Place/new_york_ny> ; # New York, NY
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
    schema:about <http://dewey.info/class/515.642/e23/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/1367312437#Topic/mathematics_mathematical_analysis> ; # MATHEMATICS--Mathematical Analysis
    schema:about <http://experiment.worldcat.org/entity/work/data/1367312437#Thing/complex_systems> ; # Complex Systems.
    schema:about <http://experiment.worldcat.org/entity/work/data/1367312437#Thing/mathematics> ; # Mathematics.
    schema:about <http://id.worldcat.org/fast/877089> ; # Control theory--Mathematical models
    schema:about <http://experiment.worldcat.org/entity/work/data/1367312437#Thing/continuous_optimization> ; # Continuous Optimization.
    schema:about <http://experiment.worldcat.org/entity/work/data/1367312437#Topic/markov_processes> ; # Markov processes
    schema:about <http://experiment.worldcat.org/entity/work/data/1367312437#Thing/operations_research_management_science> ; # Operations Research, Management Science.
    schema:about <http://experiment.worldcat.org/entity/work/data/1367312437#Topic/mathematics_calculus> ; # MATHEMATICS--Calculus
    schema:about <http://experiment.worldcat.org/entity/work/data/1367312437#Thing/probability_theory_and_stochastic_processes> ; # Probability Theory and Stochastic Processes.
    schema:about <http://id.loc.gov/authorities/subjects/sh2009121775> ; # Control theory--Mathematical models
    schema:about <http://id.worldcat.org/fast/1010347> ; # Markov processes
    schema:about <http://experiment.worldcat.org/entity/work/data/1367312437#Topic/control_theory_mathematical_models> ; # Control theory--Mathematical models
    schema:about <http://experiment.worldcat.org/entity/work/data/1367312437#Thing/distribution_probability_theory> ; # Distribution (Probability theory)
    schema:about <http://experiment.worldcat.org/entity/work/data/1367312437#Thing/systems_theory_control> ; # Systems Theory, Control.
    schema:bookFormat schema:EBook ;
    schema:contributor <http://viaf.org/viaf/305041126> ; # (Mathematician) François Dufour
    schema:copyrightYear "2013" ;
    schema:creator <http://viaf.org/viaf/165446299> ; # Oswaldo Luiz do Valle Costa
    schema:datePublished "2013" ;
    schema:description ""The intent of this book is to present recent results in the control theory for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs). The book focuses mainly on the long run average cost criteria and extends to the PDMPs some well-known techniques related to discrete-time and continuous-time Markov decision processes, including the so-called "average inequality approach'', "vanishing discount technique'' and "policy iteration algorithm''. We believe that what is unique about our approach is that, by using the special features of the PDMPs, we trace a parallel with the general theory for discrete-time Markov Decision Processes rather than the continuous-time case. The two main reasons for doing that is to use the powerful tools developed in the discrete-time framework and to avoid working with the infinitesimal generator associated to a PDMP, which in most cases has its domain of definition difficult to be characterized. Although the book is mainly intended to be a theoretically oriented text, it also contains some motivational examples. The book is targeted primarily for advanced students and practitioners of control theory. The book will be a valuable source for experts in the field of Markov decision processes. Moreover, the book should be suitable for certain advanced courses or seminars. As background, one needs an acquaintance with the theory of Markov decision processes and some knowledge of stochastic processes and modern analysis."--Publisher's website."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/1367312437> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://worldcat.org/issn/2191-8198> ; # SpringerBriefs in mathematics,
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/1367312437#Series/springerbriefs_in_mathematics> ; # SpringerBriefs in mathematics.
    schema:isSimilarTo <http://www.worldcat.org/oclc/828487890> ;
    schema:name "Continuous average control of piecewise deterministic Markov processes"@en ;
    schema:productID "840605078" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/840605078#PublicationEvent/new_york_ny_springer_2013> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/1367312437#Agent/springer> ; # Springer
    schema:url <http://site.ebrary.com/id/10691418> ;
    schema:url <http://www.myilibrary.com?id=500640> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=577077> ;
    schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=1205369> ;
    schema:url <http://dx.doi.org/10.1007/978-1-4614-6983-4> ;
    schema:workExample <http://worldcat.org/isbn/9781461469834> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/840605078> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/1367312437#Series/springerbriefs_in_mathematics> # SpringerBriefs in mathematics.
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/840605078> ; # Continuous average control of piecewise deterministic Markov processes
    schema:name "SpringerBriefs in mathematics." ;
    .

<http://experiment.worldcat.org/entity/work/data/1367312437#Thing/complex_systems> # Complex Systems.
    a schema:Thing ;
    schema:name "Complex Systems." ;
    .

<http://experiment.worldcat.org/entity/work/data/1367312437#Thing/continuous_optimization> # Continuous Optimization.
    a schema:Thing ;
    schema:name "Continuous Optimization." ;
    .

<http://experiment.worldcat.org/entity/work/data/1367312437#Thing/distribution_probability_theory> # Distribution (Probability theory)
    a schema:Thing ;
    schema:name "Distribution (Probability theory)" ;
    .

<http://experiment.worldcat.org/entity/work/data/1367312437#Thing/operations_research_management_science> # Operations Research, Management Science.
    a schema:Thing ;
    schema:name "Operations Research, Management Science." ;
    .

<http://experiment.worldcat.org/entity/work/data/1367312437#Thing/probability_theory_and_stochastic_processes> # Probability Theory and Stochastic Processes.
    a schema:Thing ;
    schema:name "Probability Theory and Stochastic Processes." ;
    .

<http://experiment.worldcat.org/entity/work/data/1367312437#Thing/systems_theory_control> # Systems Theory, Control.
    a schema:Thing ;
    schema:name "Systems Theory, Control." ;
    .

<http://experiment.worldcat.org/entity/work/data/1367312437#Topic/control_theory_mathematical_models> # Control theory--Mathematical models
    a schema:Intangible ;
    schema:name "Control theory--Mathematical models"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1367312437#Topic/mathematics_calculus> # MATHEMATICS--Calculus
    a schema:Intangible ;
    schema:name "MATHEMATICS--Calculus"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1367312437#Topic/mathematics_mathematical_analysis> # MATHEMATICS--Mathematical Analysis
    a schema:Intangible ;
    schema:name "MATHEMATICS--Mathematical Analysis"@en ;
    .

<http://id.loc.gov/authorities/subjects/sh2009121775> # Control theory--Mathematical models
    a schema:Intangible ;
    schema:name "Control theory--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/1010347> # Markov processes
    a schema:Intangible ;
    schema:name "Markov processes"@en ;
    .

<http://id.worldcat.org/fast/877089> # Control theory--Mathematical models
    a schema:Intangible ;
    schema:hasPart <http://id.loc.gov/authorities/subjects/sh2009121775> ; # Control theory--Mathematical models
    schema:name "Control theory--Mathematical models"@en ;
    .

<http://viaf.org/viaf/165446299> # Oswaldo Luiz do Valle Costa
    a schema:Person ;
    schema:familyName "Costa" ;
    schema:givenName "Oswaldo Luiz do Valle" ;
    schema:name "Oswaldo Luiz do Valle Costa" ;
    .

<http://viaf.org/viaf/305041126> # (Mathematician) François Dufour
    a schema:Person ;
    schema:familyName "Dufour" ;
    schema:givenName "François" ;
    schema:name "(Mathematician) François Dufour" ;
    .

<http://worldcat.org/isbn/9781461469834>
    a schema:ProductModel ;
    schema:isbn "146146983X" ;
    schema:isbn "9781461469834" ;
    .

<http://worldcat.org/issn/2191-8198> # SpringerBriefs in mathematics,
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/840605078> ; # Continuous average control of piecewise deterministic Markov processes
    schema:issn "2191-8198" ;
    schema:name "SpringerBriefs in mathematics," ;
    .

<http://www.worldcat.org/oclc/828487890>
    a schema:CreativeWork ;
    rdfs:label "Continuous average control of piecewise deterministic Markov processes." ;
    schema:description "Print version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/840605078> ; # Continuous average control of piecewise deterministic Markov processes
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.