Continuous average control of piecewise deterministic Markov Processes:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY [u.a.]
Springer
2013
|
| Schriftenreihe: | SpringerBriefs in mathematics
|
| Schlagworte: | |
| Online-Zugang: | BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Abstract |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9781461469827 9781461469834 |
| DOI: | 10.1007/978-1-4614-6983-4 |
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Datensatz im Suchindex
| _version_ | 1804150405899223040 |
|---|---|
| adam_text | CONTINUOUS AVERAGE CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES
/ COSTA, OSWALDO LUIZ DO VALLE
: 2013
ABSTRACT / INHALTSTEXT
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.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Costa, Oswaldo Luiz do Valle 1959- Dufour, François |
| author_GND | (DE-588)1030423008 |
| author_facet | Costa, Oswaldo Luiz do Valle 1959- Dufour, François |
| author_role | aut aut |
| author_sort | Costa, Oswaldo Luiz do Valle 1959- |
| author_variant | o l d v c oldv oldvc f d fd |
| building | Verbundindex |
| bvnumber | BV041043364 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA |
| ctrlnum | (OCoLC)846967518 (DE-599)DNB1033456357 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Maschinenbau / Maschinenwesen Mathematik |
| doi_str_mv | 10.1007/978-1-4614-6983-4 |
| format | Electronic eBook |
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| spelling | Costa, Oswaldo Luiz do Valle 1959- Verfasser (DE-588)1030423008 aut Continuous average control of piecewise deterministic Markov Processes Oswaldo Luiz do Valle Costa ; François Dufour New York, NY [u.a.] Springer 2013 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier SpringerBriefs in mathematics Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 s 1\p DE-604 Dufour, François Verfasser aut https://doi.org/10.1007/978-1-4614-6983-4 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026020732&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Abstract 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Costa, Oswaldo Luiz do Valle 1959- Dufour, François Continuous average control of piecewise deterministic Markov Processes Markov-Prozess (DE-588)4134948-9 gnd |
| subject_GND | (DE-588)4134948-9 |
| title | Continuous average control of piecewise deterministic Markov Processes |
| title_auth | Continuous average control of piecewise deterministic Markov Processes |
| title_exact_search | Continuous average control of piecewise deterministic Markov Processes |
| title_full | Continuous average control of piecewise deterministic Markov Processes Oswaldo Luiz do Valle Costa ; François Dufour |
| title_fullStr | Continuous average control of piecewise deterministic Markov Processes Oswaldo Luiz do Valle Costa ; François Dufour |
| title_full_unstemmed | Continuous average control of piecewise deterministic Markov Processes Oswaldo Luiz do Valle Costa ; François Dufour |
| title_short | Continuous average control of piecewise deterministic Markov Processes |
| title_sort | continuous average control of piecewise deterministic markov processes |
| topic | Markov-Prozess (DE-588)4134948-9 gnd |
| topic_facet | Markov-Prozess |
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