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SIAMCO
2010

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Average Continuous Control of Piecewise Deterministic Markov Processes

13 years 6 months ago

In this paper we consider the long run average continuous control problem of piecewise-deterministic Markov processes (PDP's for short). The control variable acts on the jump ...

Oswaldo Luiz V. Costa, François Dufour

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CDC
2008
IEEE

89views Control Systems» more CDC 2008»

The vanishing approach for the average continuous control of piecewise deterministic Markov processes

14 years 5 months ago

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Abstract— This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP‘s) taking values in a general Borel space and ...

Oswaldo Luiz V. Costa, Francois Dufour

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