2 papers
math.PR2008★ 1 cited
Average Continuous Control of Piecewise Deterministic Markov Processes
O. L. V. Costa, F. Dufour
This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact a…
math.PR2008★ 3 cited
Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain
Bernard Bercu, Francois Dufour, G. George Yin
This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented…