Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes.

Oswaldo L. V. Costa François Dufour

Published in: CDC (2010)

Keyphrases

markov processes
queueing systems
stochastic control
markov process
markov chain
stochastic processes
random fields
piecewise linear
image processing
continuous time bayesian networks
bayesian networks
learning algorithm
non stationary
optimal control
control problems