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 wellknown techniques related to discretetime and continuoustime Markov decision processes, including the socalled "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 discretetime Markov Decision Processes rather than the continuoustime case. The two main reasons for doing that is to use the powerful tools developed in the discretetime 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 wellknown techniques related to discretetime and continuoustime Markov decision processes, including the socalled "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 discretetime Markov Decision Processes rather than the continuoustime case. The two main reasons for doing that is to use the powerful tools developed in the discretetime 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
 10.1007/9781461469834
 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
 10.1007/9781461469834
 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
Member of
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Continuousaveragecontrolofpiecewise/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/Continuousaveragecontrolofpiecewise/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>