Results 131 to 140 of about 1,345 (165)
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 +5 more sources
Continuous Average Control of Piecewise Deterministic Markov Processes
, 2013 The 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
core +4 more sources
Numerical method for impulse control of piecewise deterministic Markov processes
Automatica, 2012 International audienceThis paper presents a numerical method to calculate the value function for a general discounted impulse control problem for piecewise deterministic Markov processes.
F Dufour
exaly +2 more sources
A useful technique for piecewise deterministic Markov decision processes [PDF]
Operations Research Letters, 2021 This note presents a technique that is useful for the study of piecewise deterministic Markov decision processes (PDMDPs) with general policies and unbounded transition intensities. This technique produces an auxiliary PDMDP from the original one.
exaly +2 more sources
Some of the next articles are maybe not open access.
Related searches:
Related searches:
Stability and Ergodicity of Piecewise Deterministic Markov Processes
SIAM Journal on Control and Optimization, 2008The 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 ...
Oswaldo L. V. Costa, François Dufour
openaire +2 more sources
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
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