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Continuous Average Control of Piecewise Deterministic Markov Processes

Oswaldo Luis do Valle Costa and François Dufour
Publisher: 
Springer
Publication Date: 
2013
Number of Pages: 
116
Format: 
Paperback
Series: 
Springer Briefs in Mathematics
Price: 
49.95
ISBN: 
9781461469827
Category: 
Monograph
We do not plan to review this book.

​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​.- References.