03485nam 2200577Ia 450 991043813910332120251116202006.09781461469834146146983X10.1007/978-1-4614-6983-4(OCoLC)840605078(MiFhGG)GVRL6XUL(CKB)2670000000360100(MiAaPQ)EBC1205369(MiFhGG)9781461469834(EXLCZ)99267000000036010020130506d2013 uy 0engurun|---uuuuatxtccrContinuous average control of piecewise deterministic Markov processes /Oswaldo Luiz do Valle Costa, Francois Dufour1st ed. 2013.New York Springerc20131 online resource (xii, 116 pages) illustrationsSpringerBriefs in mathematics"ISSN: 2191-8198.""ISSN: 2191-8201 (electronic)."9781461469827 1461469821 Includes bibliographical references and index.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.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.  .SpringerBriefs in mathematics.Markov processesSystem theoryDistribution (Probability theory)Markov processes.System theory.Distribution (Probability theory)519.233Costa Oswaldo Luiz do Valle771991Dufour François549794MiAaPQMiAaPQMiAaPQBOOK9910438139103321Continuous average control of piecewise deterministic Markov processes4195200UNINA