| 书目名称 | Continuous Average Control of Piecewise Deterministic Markov Processes |
| 编辑 | Oswaldo Luiz do Valle Costa,Francois Dufour |
| 视频video | http://file.papertrans.cn/237/236984/236984.mp4 |
| 概述 | 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 develope |
| 丛书名称 | SpringerBriefs in Mathematics |
| 图书封面 |  |
| 描述 | 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 boo |
| 出版日期 | Book 2013 |
| 关键词 | Average Cost; Markov Decision Processes; Optimality Equation; Policy Iteration Approach; Vanishing Disco |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4614-6983-4 |
| isbn_softcover | 978-1-4614-6982-7 |
| isbn_ebook | 978-1-4614-6983-4Series ISSN 2191-8198 Series E-ISSN 2191-8201 |
| issn_series | 2191-8198 |
| copyright | Oswaldo Luiz do Valle Costa, François Dufour 2013 |
|Archiver|手机版|小黑屋|
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