Continuous Average Control of Piecewise Deterministic Markov Processes - SpringerBriefs in Mathematics
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9781461469827, 9781461469834

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Continuous Average Control of Piecewise Deterministic Markov Processes - SpringerBriefs in Mathematics ◽

10.1007/978-1-4614-6983-4_6 ◽

2013 ◽

pp. 93-110

Author(s):

Oswaldo Luiz do Valle Costa ◽

François Dufour

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The Policy Iteration Algorithm for PDMPs

Continuous Average Control of Piecewise Deterministic Markov Processes - SpringerBriefs in Mathematics ◽

10.1007/978-1-4614-6983-4_5 ◽

2013 ◽

pp. 79-91

Author(s):

Oswaldo Luiz do Valle Costa ◽

François Dufour

Keyword(s):

Policy Iteration ◽

Iteration Algorithm ◽

Policy Iteration Algorithm

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The Vanishing Discount Approach for PDMPs

Continuous Average Control of Piecewise Deterministic Markov Processes - SpringerBriefs in Mathematics ◽

10.1007/978-1-4614-6983-4_4 ◽

2013 ◽

pp. 47-77

Author(s):

Oswaldo Luiz do Valle Costa ◽

François Dufour

Keyword(s):

Vanishing Discount Approach

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Average Continuous Control of PDMPs

Continuous Average Control of Piecewise Deterministic Markov Processes - SpringerBriefs in Mathematics ◽

10.1007/978-1-4614-6983-4_2 ◽

2013 ◽

pp. 7-22 ◽

Author(s):

Oswaldo Luiz do Valle Costa ◽

François Dufour

Keyword(s):

Continuous Control

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Introduction

Continuous Average Control of Piecewise Deterministic Markov Processes - SpringerBriefs in Mathematics ◽

10.1007/978-1-4614-6983-4_1 ◽

2013 ◽

pp. 1-5

Author(s):

Oswaldo Luiz do Valle Costa ◽

François Dufour

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Optimality Equation for the Average Control of PDMPs

Continuous Average Control of Piecewise Deterministic Markov Processes - SpringerBriefs in Mathematics ◽

10.1007/978-1-4614-6983-4_3 ◽

2013 ◽

pp. 23-46

Author(s):

Oswaldo Luiz do Valle Costa ◽

François Dufour

Keyword(s):

Optimality Equation ◽

Average Control

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