Results 181 to 190 of about 26,127 (206)

Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes

Mathematical Methods of Operations Research, 2021
Oswaldo L. V. Costa, F. Dufour
semanticscholar   +1 more source

Optimal stopping of a piecewise-deterministic markov process

, 1986
U. S. Gugerui
semanticscholar   +1 more source

Piecewise-deterministic Markov processes

Annales Polonici Mathematici, 2013
openaire   +1 more source

Reliability Assessment of Systems with Dependent Degradation Processes Based on Piecewise-Deterministic Markov Process

, 2018
Yan-Hui Lin, Yanfu Li, E. Zio
semanticscholar   +1 more source

Reachability Estimates of Piecewise Deterministic Markov Processes

2022 13th Asian Control Conference (ASCC), 2022
Tua A. Tamba, Bin Hu
openaire   +1 more source

A class of piecewise deterministic Markov processes

2001
This paper introduces a new class of piecewise deterministic Markov processes generalizing those of \textit{M. H. A. Davies} [J. R. Stat. Soc., Ser. B 46, 353-388 (1984; Zbl 0565.60070)]. Those processes \(X\) share a certain property of loss of memory after a catastrophe: if \(X_s = y\) and some catastrophe has occured in \(]s, t]\) (i.e.
COLOMBO, GIOVANNI, DAI PRA, PAOLO
openaire   +3 more sources

The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations

Stochastic Analysis and Applications, 2021
Dawid Czapla, Sander C Hille, Katarzyna Horbacz   +2 more
exaly  

Markov Renewal and Piecewise Deterministic Processes

2021
openaire   +2 more sources

Piecewise deterministic Markov process model for flexible manufacturing systems with preventive maintenance

, 1994
E. Boukas, Qiji J. Zhu, Qing Zhang
semanticscholar   +1 more source

Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes

SIAM Journal on Control and Optimization, 2016
Olv Costa
exaly