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The Resource Continuous average control of piecewise deterministic Markov processes, Oswaldo Luiz do Valle Costa, Francois Dufour

Continuous average control of piecewise deterministic Markov processes, Oswaldo Luiz do Valle Costa, Francois Dufour

Creator
Contributor
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 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
Language
eng
Work
Publication
Extent
1 online resource (xii, 116 pages)
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
Isbn
9781461469834
Instance
Label
Continuous average control of piecewise deterministic Markov processes
Title
Continuous average control of piecewise deterministic Markov processes
Statement of responsibility
Oswaldo Luiz do Valle Costa, Francois Dufour
Creator
Contributor
Subject
Language
eng
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 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
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Costa, Oswaldo Luiz do Valle
Dewey number
515/.642
Illustrations
illustrations
Index
index present
LC call number
QA402.3
LC item number
.C67 2013
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Dufour, François
Series statement
SpringerBriefs in mathematics,
http://library.link/vocab/subjectName
  • Control theory
  • Markov processes
  • Mathematics
  • Probability Theory and Stochastic Processes
  • Continuous Optimization
  • Systems Theory, Control
  • Operations Research, Management Science
  • Complex Systems
  • MATHEMATICS
  • MATHEMATICS
  • Control theory
  • Markov processes
Label
Continuous average control of piecewise deterministic Markov processes, Oswaldo Luiz do Valle Costa, Francois Dufour
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
840605078
Dimensions
unknown
Extent
1 online resource (xii, 116 pages)
File format
unknown
Form of item
online
Isbn
9781461469834
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4614-6983-4
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)840605078
Label
Continuous average control of piecewise deterministic Markov processes, Oswaldo Luiz do Valle Costa, Francois Dufour
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
840605078
Dimensions
unknown
Extent
1 online resource (xii, 116 pages)
File format
unknown
Form of item
online
Isbn
9781461469834
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4614-6983-4
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)840605078

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