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
Resource Information
The item Continuous average control of piecewise deterministic Markov processes, Oswaldo Luiz do Valle Costa, Francois Dufour represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Continuous average control of piecewise deterministic Markov processes, Oswaldo Luiz do Valle Costa, Francois Dufour represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
- 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
- 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
- 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
- Subject
-
- Complex Systems.
- Continuous Optimization
- Continuous Optimization.
- Control theory -- Mathematical models
- Control theory -- Mathematical models
- Control theory -- Mathematical models
- Distribution (Probability theory)
- Electronic books
- Electronic bookss
- MATHEMATICS -- Calculus
- MATHEMATICS -- Mathematical Analysis
- Markov processes
- Markov processes
- Markov processes
- Mathematics
- Mathematics.
- Operations Research, Management Science
- Operations Research, Management Science.
- Probability Theory and Stochastic Processes
- Probability Theory and Stochastic Processes.
- Systems Theory, Control
- Systems Theory, Control.
- Complex Systems
- 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
- 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
- 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
- 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
Subject
- Complex Systems.
- Continuous Optimization
- Continuous Optimization.
- Control theory -- Mathematical models
- Control theory -- Mathematical models
- Control theory -- Mathematical models
- Distribution (Probability theory)
- Electronic books
- Electronic bookss
- MATHEMATICS -- Calculus
- MATHEMATICS -- Mathematical Analysis
- Markov processes
- Markov processes
- Markov processes
- Mathematics
- Mathematics.
- Operations Research, Management Science
- Operations Research, Management Science.
- Probability Theory and Stochastic Processes
- Probability Theory and Stochastic Processes.
- Systems Theory, Control
- Systems Theory, Control.
- Complex Systems
Genre
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Continuous-average-control-of-piecewise/rDoxygLds88/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/Continuous-average-control-of-piecewise/rDoxygLds88/">Continuous average control of piecewise deterministic Markov processes, Oswaldo Luiz do Valle Costa, Francois Dufour</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>