6 search results - page 1 / 2 » The vanishing approach for the average continuous control of... |
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
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 ...
SIAMCO
2010
12 years 11 months ago
2010
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 ...
CORR
2008
Springer
13 years 5 months ago
2008
Springer
The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process t...
HYBRID
2004
Springer
13 years 10 months ago
2004
Springer
We propose a model for Stochastic Hybrid Systems (SHSs) where transitions between discrete modes are triggered by stochastic events much like transitions between states of a contin...
CORR
2012
Springer
12 years 17 days ago
2012
Springer
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...