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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. ...
Average Cost and Stability of Time-Varying Linear Systems
(Ieee-inst Electrical Electronics Engineers IncPiscatawayEUA, 2010)
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 ...
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 ...
Quadratic costs and second moments of jump linear systems with general Markov chain
(Springer London LtdLondonInglaterra, 2011)
Mensuração dos custos econômicos do setor de distribuição de gás canalizado do estado de São Paulo com o emprego do EVA®: o caso da Comgás
(Fundação Getúlio Vargas, 2011)
Este artigo mensura os custos econômicos ao longo do período compreendido entre 2004 e 2008, através de uma abordagem exploratória com a utilização do Economic Value Added - EVA®, aplicando os procedimentos de Nam e ...
Disinflation costs under inflation targeting in a small open economy
(UniandesMaestría en EconomíaFacultad de Economía, 2005)
Since 1991, inflation in Colombia was reduced from 25% on average to about 6% more recently. Although this performance is in line with a long run inflation target of some analysts ask whether the Central Bank should continue ...
Bahamas and Barbados: empirical evidence of interest rate pass-through
(2011-04)
This paper uses an error correction model to investigate empiricallythe effectiveness of central bank interest rate policy in influencingcommercial banks' lending rate behaviour in Barbados and the Bahamasusing quarterly ...