Adaptive average control for piecewise deterministic Markov processes

DOI10.1016/J.SYSCONLE.2024.105894MaRDI QIDQ6636454zbMATH OpenFDO

Authors Oswaldo Luiz V. Costa, F. Dufour, Alexandre Genadot

Publication date 12 November 2024

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SYSCONLE.2024.105894

zbMATH Keywords

adaptive controlcontinuous controlcontinuous-time Markov decision processHamilton-Jacobi-Bellman equationpiecewise deterministic Markov process

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Adaptive control/observation systems (93C40) Stochastic systems in control theory (general) (93E03)

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Cited in

(2)

• Adaptive discounted control for piecewise deterministic Markov processes
• Non-stationary value iteration for adaptive average control of piecewise deterministic Markov processes

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