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 Deterministic Markov Processes
โ 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
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
<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
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