Adaptive average control for piecewise deterministic Markov processes
From MaRDI portal
Publication:6636454
DOI10.1016/j.sysconle.2024.105894MaRDI QIDQ6636454
Alexandre Genadot, François Dufour, Oswaldo L. V. Costa
Publication date: 12 November 2024
Published in: Systems \& Control Letters (Search for Journal in Brave)
Hamilton-Jacobi-Bellman equationadaptive controlcontinuous controlcontinuous-time Markov decision processpiecewise deterministic Markov process
Adaptive control/observation systems (93C40) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Calcul stochastique et problèmes de martingales
- Adaptive control of discounted Markov decision chains
- Adaptive control of Markov chains with local updates
- Nonstationary value-iteration and adaptive control of discounted semi- Markov processes
- Nonstationary Markov decision problems with converging parameters
- Adaptive control for discrete-time Markov processes with unbounded costs: Average criterion
- Adaptive Markov control processes
- Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria
- Density estimation and adaptive control of Markov processes: Average and discounted criteria
- Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes
- Estimation and control in discounted stochastic dynamic programming
- Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Continuous Average Control of Piecewise Deterministic Markov Processes
- Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
- Adaptive discounted control for piecewise deterministic Markov processes
This page was built for publication: Adaptive average control for piecewise deterministic Markov processes
