Results 121 to 130 of about 17,102 (166)

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

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   +2 more
openaire   +6 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

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

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