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Stationary distributions of piecewise deterministic Markov processes

2021
openaire   +1 more source

On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance

Insurance: Mathematics and Economics, 1998
exaly  

Piecewise deterministic Markov processes represented by dynamically coloured Petri nets

Stochastics, 2005
exaly  

Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models

Journal of the Royal Statistical Society Series B: Statistical Methodology, 1984
exaly  

Optimal Control of Piecewise Deterministic Markov Processes

2015
Costa, Oswaldo   +2 more
openaire   +1 more source

Average control of piecewise deterministic Markov processes

2010
Costa, Oswaldo, Dufour, François
openaire   +1 more source
fos: mathematics
piecewise deterministic markov process
probability math.pr
markov and semi-markov decision processes
mathematics - probability
piecewise-deterministic markov process
quantitative methods
continuous-time markov decision process
continuous control
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