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Piecewise Deterministic Markov Decision Processes
2011In this chapter we deal with optimization problems where the state process is a Piecewise Deterministic Markov Process. These processes evolve through random jumps at random time points while the behavior between jumps is governed by an ordinary differential equation. They form a general and important class of non-diffusions.
Nicole Bäuerle, Ulrich Rieder
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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
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From piecewise deterministic to piecewise diffusion Markov processes
Proceedings of the 27th IEEE Conference on Decision and Control, 2003The author presents PD (piecewise deterministic) processes as pathwise unique solutions of an Ito stochastic differential equation (SDE), driven by a Poisson random measure. Since such an SDE permits the inclusion of diffusion, this approach leads to a large variety of piecewise diffusion Markov processes, represented by pathwise unique SDE solutions. >
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Minimum contrast estimators for piecewise deterministic Markov processes
Numerical Algebra, Control and OptimizationzbMATH Open Web Interface contents unavailable due to conflicting licenses.
Costa, Oswaldo Luiz Do Valle +2 more
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Continuous Average Control of Piecewise Deterministic Markov Processes
2013The 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 related to discrete-time and continuous-time Markov decision
Costa, Oswaldo, Dufour, François
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Kybernetika (Praha)
The purpose of this paper is to study the risk probability problem for infinite horizon piece-wise deterministic Markov decision processes (PDMDPs) with varying discount factors and unbounded transition rates.
Haifeng Huo, Jinhua Cui, Xian Wen
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The purpose of this paper is to study the risk probability problem for infinite horizon piece-wise deterministic Markov decision processes (PDMDPs) with varying discount factors and unbounded transition rates.
Haifeng Huo, Jinhua Cui, Xian Wen
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Kinetic Statistics of Scalar Conservation Laws with Piecewise-Deterministic Markov Process Data
Archive for Rational Mechanics and Analysis, 2020D. Kaspar, Fraydoun Rezakhanlou
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Stationary distributions for piecewise-deterministic Markov processes
Journal of Applied Probability, 1990In this paper we show that the problem of existence and uniqueness of stationary distributions for piecewise-deterministic Markov processes (PDPs) is equivalent to the same problem for the associated Markov chain, so long as some mild conditions on the parameters of the PDP are satisfied.
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INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2020, 2022
D. Czapla +2 more
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D. Czapla +2 more
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Piecewise deterministic Markov process for condition-based imperfect maintenance models
Reliability Engineering and System Safety, 2023Weikai Wang
exaly