Results 151 to 160 of about 1,363 (183)
Substochastic semigroups and densities of piecewise deterministic Markov processes
Journal of Mathematical Analysis and Applications, 2009 Necessary and sufficient conditions are given for a substochastic semigroup on L1 obtained through the Kato–Voigt perturbation theorem to be either stochastic or strongly stable.
Marta Tyran-Kamińska
exaly +2 more sources
Piecewise deterministic Markov processes applied to fatigue crack growth modelling
Journal of Statistical Planning and Inference, 2009 International audienceIn this paper, we use a particular piecewise deterministic Markov process (PDMP) to model the evolution of a degradation mechanism that may arise in various structural components, namely, the fatigue crack growth.
Julien Chiquet, Nikolaos Limnios
exaly +2 more sources
Some of the next articles are maybe not open access.
Related searches:
Related searches:
On the Poisson Equation for Piecewise-Deterministic Markov Processes
SIAM Journal on Control and Optimization, 2003Summary: We study the problem of the existence of a solution for the Poisson equation (PE) associated to a piecewise-deterministic Markov process (PDP). It is well known that the long run average cost of a stochastic process can be obtained through a solution of the PE associated with the process.
Oswaldo L. V. Costa, François Dufour
openaire +1 more source
Adaptive average control for piecewise deterministic Markov processes
Systems & Control Letters, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Costa, O.L.V. +2 more
openaire +2 more sources
Piecewise-deterministic Markov processes
Stochastic Analysis and Applications, 1993In this paper we construct and study a class of Markov processes whose sample paths are piecewise deterministic and whose random jumps can have limiting points in finite time intervals.
openaire +2 more sources
Safety Verification of Piecewise-Deterministic Markov Processes
Proceedings of the 19th International Conference on Hybrid Systems: Computation and Control, 2016We consider the safety problem of piecewise-deterministic Markov processes (PDMP). These are systems that have deterministic dynamics and stochastic jumps, where both the time and the destination of the jumps are stochastic. Specifically, we solve a p-safety problem, where we identify the set of initial states from which the probability to reach ...
Rafael Wisniewski +3 more
openaire +2 more sources
Piecewise deterministic Markov processes and dynamic reliability
Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2008If the reliability community remains interested in dynamic reliability theory, it is not really convinced by the ability of already available approaches to treating current problems from within the operational domain, even if the methodological quality of these approaches is undeniable.
Zhang, Huilong +3 more
openaire +3 more sources
Adaptive discounted control for piecewise deterministic Markov processes
Journal of Mathematical Analysis and Applications, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Costa, O.L.V., Dufour, François
openaire +1 more source
Approximation methods for piecewise deterministic Markov processes and their costs [PDF]
Scandinavian Actuarial Journal, 2019 Scandinavian Actuarial Journal, 2019 (4)
Peter Kritzer +2 more
exaly +6 more sources
Statistical Inference for Piecewise‐deterministic Markov Processes
2018International ...
Azaïs, Romain, Bouguet, Florian
openaire +3 more sources