Buscar
Mostrando ítems 1-4 de 4
THE VANISHING DISCOUNT APPROACH FOR THE AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES
(APPLIED PROBABILITY TRUST, 2009)
This work is concerned with the existence of an optimal control strategy for the long-run average continuous control problem of piecewise-deterministic Markov processes (PDMPs). In Costa and Dufour (2008), sufficient ...
The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes
(SPRINGER, 2010)
The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general ...
AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES
(SIAM PUBLICATIONS, 2010)
This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs) taking values in a general Borel space and with compact action space depending on the state variable. ...
Matemáticas Básicas para Economistas 2: Cálculo con notas históricas y contextos económicos
(UNIVERSIDAD NACIONAL DE COLOMBIAUniversidad Nacional de Colombia - Sede Bogotá, 2009)
No existe razón para que cuando se haya estudiado el concepto de continuidad en una variable, no se haga el paso a estudiar el mismo concepto en dos variables; de igual forma, en el caso de la derivada ordinaria y las ...