Titre
Continuous Average Control of Piecewise Deterministic Markov Processes
Auteur
Dufour, Francois, Costa, Oswaldo Luiz Do Valle
Langue
anglais
ISBN
9781461469827
Éditeur
Springer US
Prix
€ 60,40(Excl. toute livraison)
Détails
2013 128pp Paperback / softback
Plus d'informations
Annotatie
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 rela
Flaptekst
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.
Images
Bij Boekstra koopt u nieuwe boeken tegen de vastgestelde boekenprijs.
Verzendkosten 1,75 euro per zending binnen Nederland, vanaf 19,90 euro GEEN verzendkosten binnen Nederland.
Verzendkosten België 3,95 euro per zending.
Bij bestellingen van 10 euro of minder zijn de verzendkosten hoger; zie vermelding bij het boek.
Speciale verzoeken? Meestal geen punt, vermeld ze in het veld opmerking.
De actuele levertijd kunt u vinden op onze website.
- Ce livre est nouveau
- Conditions d'utilisation
- Après votre commande, vous et Boekstra recevrez un e-mail de confirmation
- Vous traitez directement avec Boekstra. Dans le courrier électronique, vous pouvez trouver le nom et l'adresse de Boekstra
- Boekstra peut demander un prépaiement
- L'acheteur paie les frais de livraison, sauf accord contraire
- Boekwinkeltjes.nl vous réunis uniquement vous et boekstra et n'est pas responsable du traitement de cette commande