<p>Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984. Today it is used to model a variety of complex systems in the fields of engineering, economics, management sciences, biology, Internet traffic, networks and many m
Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes
โ Scribed by Benoรฎte de Saporta, Franรงois Dufour, Huilong Zhang
- Publisher
- ISTE/Wiley
- Year
- 2016
- Tongue
- English
- Leaves
- 280
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of applications are numerous : insurance and risk, b
The intent of this book is to present recent results in the control theory for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs). The book focuses mainly on the long run average cost criteria and extends to the PDMPs some well-known techniques relat
<p>The intent of this book is to present recent results in the control theory for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs). The book focuses mainly on the long run average cost criteria and extends to the PDMPs some well-known techniques rel