Results 131 to 140 of about 18,829 (175)

Stability of piecewise-deterministic Markov processes

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304), 1999
Summary: We study a form of stability for a general family of nondiffusion Markov processes known in the literature as piecewise-deterministic Markov processes (PDMP). By stability here we mean the existence of an invariant probability measure for the PDMP.
Dufour, François, Costa, Oswaldo L. V.
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Stability and Ergodicity of Piecewise Deterministic Markov Processes

SIAM Journal on Control and Optimization, 2008
The main goal of this paper is to establish some equivalence results on stability, recurrence, and ergodicity between a piecewise deterministic Markov process (PDMP) $\{X(t)\}$ and an embedded discrete-time Markov chain $\{\Theta_{n}\}$ generated by a Markov kernel $G$ that can be explicitly characterized in terms of the three local characteristics of ...
Costa, Oswaldo, Dufour, François
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Non-equilibrium Thermodynamics of Piecewise Deterministic Markov Processes

Journal of Statistical Physics, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
FAGGIONATO A   +2 more
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Optimal control of piecewise deterministic markov process

Stochastics, 1985
The trajectories of piecewise deterministic Markov processes are solutions of an ordinary (vector)differential equation with possible random jumps between the different integral curves. Both continuous deterministic motion and the random jumps of the processes are controlled in order to minimize the expected value of a performance functional consisting
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