Results 21 to 30 of about 1,345 (165)
Monte Carlo filtering of piecewise deterministic processes [PDF]
, 2011 We present efficient Monte Carlo algorithms for performing Bayesian inference in a broad class of models: those in which the distributions of interest may be represented by time marginals of continuous-time jump processes conditional on a realisation of
Godsill, S +5 more
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Model checking of continuous-time Markov Chains against timed automata specifications [PDF]
, 2011 We study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions.
Jagadeesan, R. +12 more
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Applications of Stochastic Semigroups to Queueing Models
Annales Mathematicae Silesianae, 2019 Non-markovian queueing systems can be extended to piecewise-deterministic Markov processes by appending supplementary variables to the system. Then their analysis leads to an infinite system of partial differential equations with an infinite number of ...
Gwiżdż Piotr
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Demographic noise and piecewise deterministic Markov processes [PDF]
Physical Review E, 2012 11 pages, 5 figures, minor ...
Realpe-Gomez, John +2 more
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Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes
SIAM/ASA Journal on Uncertainty Quantification, 2023 In piecewise-deterministic Markov processes (PDMPs) the state of a finite-dimensional system evolves continuously, but the evolutive equation may change randomly as a result of discrete switches. A running cost is integrated along the corresponding piecewise-deterministic trajectory up to the termination to produce the cumulative cost of the process ...
Elliot Cartee +4 more
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Dynamic Reliability by Using Simulink and Stateflow
Chemical Engineering Transactions, 2013 The safety of high criticity industrial systems relies heavily on relatively complex programmed systems. Due to the complexity of the interactions between physical processes and their control, classical methodologies such as even-trees/fault-trees or ...
H. Zhang +3 more
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Probabilistic and Piecewise Deterministic models in Biology
ESAIM: Proceedings and Surveys, 2017 We present recent results on Piecewise Deterministic Markov Processes (PDMPs), involved in biological modeling. PDMPs, first introduced in the probabilistic literature by [30], are a very general class of Markov processes and are being increasingly ...
Cloez Bertrand +5 more
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ESAIM: Proceedings and Surveys, 2014 We prove a uniform Abelian result for controlled systems with piecewise deterministic Markov dynamics : the existence of a uniform limit for value functions with discounted costs as the discount factor decreases to zero implies the ...
Goreac Dan, Serea Oana-Silvia
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Maintenance Optimisation of Optronic Equipment
Chemical Engineering Transactions, 2013 As part of optimizing the reliability, Thales Optronics now includes systems that examine the state of its equipment. This function is performed by HUMS (Health & Usage Monitoring System).
C. Baysse +5 more
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Change-point detection for piecewise deterministic Markov processes [PDF]
Automatica, 2018 We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to accurately detect both the date of the change of dynamics and the new regime after the change.
Cleynen, Alice, de Saporta, Benoîte
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