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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Continuous Average Control of Piecewise Deterministic Markov Processes
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Continuous Average Control of Piecewise Deterministic Markov Processes
Oswaldo Luiz do Valle Costa, Francois Dufour (Broschiert, Englisch)
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Beschreibung
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. 53,49 €
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Technische Daten
Erscheinungsdatum
12.04.2013
Sprache
Englisch
EAN
9781461469827
Herausgeber
Springer US
Serien- oder Bandtitel
SpringerBriefs in Mathematics
Sonderedition
Nein
Autor
Oswaldo Luiz do Valle Costa, Francois Dufour
Seitenanzahl
116
Einbandart
Broschiert
Schlagwörter
Average Cost, Markov Decision Processes, Optimality Equation, Policy Iteration Approach, Vanishing Discount Approach
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
PBU - Optimierung
GPFC - Kybernetik und Systemtheorie
KJT - Unternehmensforschung
Höhe
235 mm
Breite
15.5 cm
Transparenz & Sicherheit
Hersteller: Springer Nature Customer Service Center GmbH, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com
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