Results 161 to 170 of about 26,127 (206)

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, GABRIELLI, DAVIDE, RIBEZZI CRIVELLARI M.   +2 more
openaire   +6 more sources

A multiscale stochastic criminal behavior model and the convergence to a piecewise-deterministic- Markov-process limit

Mathematical Models and Methods in Applied Sciences, 2022
Ever since the pioneering human–environment interaction model of criminal behavior [M. B. Short, M. R. DOrsogna, V. B. Pasour, G. E. Tita, P. J. Brantingham, A. L. Bertozzi and L. B. Chayes, A statistical model of criminal behavior, Math.
Yiru Cai, Chuntian Wang, Yehui Zhang
semanticscholar   +1 more source

Adaptive discounted control for piecewise deterministic Markov processes

Journal of Mathematical Analysis and Applications, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Costa, O.L.V., Dufour, François
openaire   +1 more source

Piecewise-deterministic Markov processes

Stochastic Analysis and Applications, 1993
In 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

Piecewise deterministic Markov processes and dynamic reliability

Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2008
If 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, Gonzalez, K., Dufour, François, Dutuit, Yves   +3 more
openaire   +3 more sources

Eyring–Kramers type formulas for some piecewise deterministic Markov processes

Annales De L Institut Henri Poincare-probabilites Et Statistiques, 2022
In this work, we give sharp asymptotic equivalents in the small temperature regime of the smallest eigenvalues of the generator of some piecewise deterministic Markov processes (including the ZigZag process and the Bouncy Particle Sampler process) with ...
D. L. Peutrec, L. Michel, B. Nectoux
semanticscholar   +1 more source

Adaptive average control for piecewise deterministic Markov processes

Systems & Control Letters, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Costa, O.L.V., Dufour, François, Genadot, A.   +2 more
openaire   +2 more sources

Endogenous alarm switching in Markov modulated SI dynamics: A Piecewise Deterministic Markov Process generator criterion for extinction

Chinese Physics B
We study an SI model with Markov modulated contact intensity and endogenous alarm switching. Using a generator based Lyapunov argument and mixing bounds for the two state chain, we establish a sharp extinction criterion driven by the averaged ...
Yassine Sabbar, Abdulwasea Alkhazzan, Yufeng Nie   +2 more
semanticscholar   +1 more source

Numerical method for solving impulse control problems in partially observed piecewise deterministic Markov processes

Advances in Applied Probability, 2021
Designing efficient and rigorous numerical methods for sequential decision-making under uncertainty is a difficult problem that arises in many applications frameworks.
A. Cleynen, B. de Saporta
semanticscholar   +1 more source

Statistical Inference for Piecewise‐deterministic Markov Processes

2018
International ...
Azaïs, Romain, Bouguet, Florian
openaire   +3 more sources