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Reachability Estimates of Piecewise Deterministic Markov Processes
2022 13th Asian Control Conference (ASCC), 2022Tua A. Tamba, Bin Hu
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Piecewise deterministic Markov process for condition-based imperfect maintenance models
Reliability Engineering and System Safety, 2023Weikai Wang
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A class of piecewise deterministic Markov processes
2001This 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
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Piecewise Deterministic Markov Processes based approach applied to an offshore oil production system
Reliability Engineering and System Safety, 2014fares innal +2 more
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Numerical method for impulse control of piecewise deterministic Markov processes
Automatica, 2012Francois Dufour
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Optimal strategies for impulse control of piecewise deterministic Markov processes
Automatica, 2017Benoîte de Saporta, Francois Dufour
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Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
Operations Research Letters, 2020Yonghui Huang +2 more
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Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
Statistics and Probability Letters, 2018Joris Bierkens +2 more
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