LEADER 03485nam 2200577Ia 450 001 9910438139103321 005 20251116202006.0 010 $a9781461469834 010 $a146146983X 024 7 $a10.1007/978-1-4614-6983-4 035 $a(OCoLC)840605078 035 $a(MiFhGG)GVRL6XUL 035 $a(CKB)2670000000360100 035 $a(MiAaPQ)EBC1205369 035 $a(MiFhGG)9781461469834 035 $a(EXLCZ)992670000000360100 100 $a20130506d2013 uy 0 101 0 $aeng 135 $aurun|---uuuua 181 $ctxt 182 $cc 183 $acr 200 10$aContinuous average control of piecewise deterministic Markov processes /$fOswaldo Luiz do Valle Costa, Francois Dufour 205 $a1st ed. 2013. 210 $aNew York $cSpringer$dc2013 215 $a1 online resource (xii, 116 pages) $cillustrations 225 1 $aSpringerBriefs in mathematics 300 $a"ISSN: 2191-8198." 300 $a"ISSN: 2191-8201 (electronic)." 311 08$a9781461469827 311 08$a1461469821 320 $aIncludes bibliographical references and index. 327 $aIntroduction -- 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. 330 $aThe intent of this book is to present recent results in the control theory for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs). The book focuses mainly on the long run average cost criteria and  extends to the PDMPs some well-known techniques related to discrete-time and continuous-time Markov decision processes, including the so-called ``average inequality approach'', ``vanishing discount technique'' and ``policy iteration algorithm''. We believe that what is unique about our approach is that, by using the special features of the PDMPs, we trace a parallel with the general theory for discrete-time Markov Decision Processes rather than the continuous-time case. The two main reasons for doing that is to use the powerful tools developed in the discrete-time framework and to avoid working with the infinitesimal generator associated to a PDMP, which in most cases has its domain of definition difficult to be characterized. Although the book is mainly intended to be a theoretically oriented text, it also contains some motivational examples. The book is targeted primarily for advanced students and practitioners of control theory. The book will be a valuable source for experts in the field of Markov decision processes. Moreover,  the book should be suitable for certain advanced courses or seminars. As  background, one needs an acquaintance with the theory of Markov decision processes and some knowledge of stochastic processes and modern analysis.  . 410 0$aSpringerBriefs in mathematics. 606 $aMarkov processes 606 $aSystem theory 606 $aDistribution (Probability theory) 615 0$aMarkov processes. 615 0$aSystem theory. 615 0$aDistribution (Probability theory) 676 $a519.233 700 $aCosta$b Oswaldo Luiz do Valle$0771991 701 $aDufour$b Franc?ois$0549794 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910438139103321 996 $aContinuous average control of piecewise deterministic Markov processes$94195200 997 $aUNINA