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pro vyhledávání: '"Geeraert, Alizée"'
Autor:
Geeraert, Alizée
On s’intéresse au problème de contrôle impulsionnel à horizon infini avec facteur d’oubli pour les processus de Markov déterministes par morceaux (PDMP). Dans un premier temps, on modélise l’évolution d’un système opto-électronique p
Externí odkaz:
http://www.theses.fr/2017BORD0602/document
This paper deals with the general discounted impulse control problem of a piecewise deterministic Markov process. We investigate a new family of epsilon-optimal strategies. The construction of such strategies is explicit and only necessitates the pre
Externí odkaz:
http://arxiv.org/abs/1603.07859
Publikováno v:
In Automatica March 2017 77:219-229
Publikováno v:
28th European Conference on Operational Research
28th European Conference on Operational Research, 2016, Poznan, Poland
28th European Conference on Operational Research, 2016, Poznan, Poland
International audience; Piecewise deterministic Markov processes (PDMPs) have been introduced by M.H.A. Davis as a general class of stochastic hybrid models.The path of a PDMP consists of deterministic trajectories punctuated by random jumps. These j
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::1b632368c3cd7f7cb3bcc06f51514ea0
http://hdl.handle.net/20.500.12278/113766
http://hdl.handle.net/20.500.12278/113766