Overview
- Uses the special features of the Piecewise Deterministic Markov Processes (PDMPs)
- Traces a parallel with the general theory for discrete-time Markov Decision Processes
- Uses the powerful tools developed in the discrete-time framework
Part of the book series: SpringerBriefs in Mathematics (BRIEFSMATH)
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Table of contents (6 chapters)
Keywords
About this book
Reviews
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 to readers who are well prepared. … The detailed description of problems, results, proofs and numerical illustrations makes the book a valuable source for many people working in stochastic control.” (Jordan M. Stoyanov, zbMATH, Vol. 1272, 2013)Authors and Affiliations
Bibliographic Information
Book Title: Continuous Average Control of Piecewise Deterministic Markov Processes
Authors: Oswaldo Luiz do Valle Costa, Francois Dufour
Series Title: SpringerBriefs in Mathematics
DOI: https://doi.org/10.1007/978-1-4614-6983-4
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Oswaldo Luiz do Valle Costa, François Dufour 2013
Softcover ISBN: 978-1-4614-6982-7Published: 12 April 2013
eBook ISBN: 978-1-4614-6983-4Published: 12 April 2013
Series ISSN: 2191-8198
Series E-ISSN: 2191-8201
Edition Number: 1
Number of Pages: XII, 116
Number of Illustrations: 2 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Continuous Optimization, Systems Theory, Control, Operations Research, Management Science, Complex Systems