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SIAMCO
2010
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13 years 6 months ago
Average Continuous Control of Piecewise Deterministic Markov Processes
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
CDC
2008
IEEE
14 years 6 months ago
The vanishing approach for the average continuous control of piecewise deterministic Markov processes
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