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Continuous Average Control of Piecewise Deterministic Markov Processes

โœ Scribed by Oswaldo Luiz do Valle Costa, Francois Dufour


Publisher
Springer
Year
2013
Tongue
English
Leaves
128
Series
SpringerBriefs in Mathematics
Edition
2013
Category
Library

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๐Ÿ“œ SIMILAR VOLUMES


Continuous Average Control of Piecewise
โœ Oswaldo Luiz do Valle Costa, Francois Dufour ๐Ÿ“‚ Library ๐Ÿ“… 2013 ๐Ÿ› Springer ๐ŸŒ English

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 relat

Continuous Average Control of Piecewise
โœ Oswaldo Luiz do Valle Costa, Francois Dufour (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 2013 ๐Ÿ› Springer-Verlag New York ๐ŸŒ English

<p>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 rel

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This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of applications are numerous : insurance and risk, b