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Piecewise deterministic Markov process for condition-based maintenance models - Application to critical infrastructures with discrete-state deterioration

Reliability Engineering and System Safety, 2021
In recent decades, the technology and techniques for condition monitoring have experienced a rapid development. However, there is still a need for reducing unnecessary inspections and/or preventive maintenance actions and their associated cost, through ...
Renny Arismendi, A. Barros, A. Grall
semanticscholar   +3 more sources

Debiasing piecewise deterministic Markov process samplers using couplings

open access: yesScandinavian Journal of Statistics, 2023
Monte Carlo methods—such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers—provide asymptotically exact estimators of expectations under a target distribution.
Adrien Corenflos   +2 more
semanticscholar   +3 more sources

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.
openaire   +3 more sources

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
D. Verms
semanticscholar   +4 more sources

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
openaire   +4 more sources

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