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Some simple but challenging Markov processes [PDF]
, 2014 In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. .
Malrieu, Florent
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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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On Risk-Sensitive Piecewise Deterministic Markov Decision Processes [PDF]
Applied Mathematics & Optimization, 2018 We consider a piecewise deterministic Markov decision process, where the expected exponential utility of total (nonnegative) cost is to be minimized. The cost rate, transition rate and post-jump distributions are under control. The state space is Borel, and the transition and cost rates are locally integrable along the drift.
Guo, Xin, Zhang, Yi
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Quantitative speeds of convergence for exposure to food contaminants [PDF]
, 2014 In this paper we consider a class of piecewise-deterministic Markov processes (PDMPs) modeling the quantity of a given food contaminant in the body. On the one hand, the amount of contaminant increases with random food intakes and, on the other hand ...
Bouguet, Florian
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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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On level crossings for a general class of piecewise-deterministic Markov processes [PDF]
, 2007 We consider a piecewise-deterministic Markov process governed by a jump intensity function, a rate function that determines the behaviour between jumps, and a stochastic kernel describing the conditional distribution of jump sizes.
Borovkov, K. A., Last, G.
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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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The Analogue of Bohm-Bell Processes on a Graph [PDF]
, 2005 Bohm-Bell processes, of interest in the foundations of quantum field theory, form a class of Markov processes $Q_t$ generalizing in a natural way both Bohm's dynamical system in configuration space for nonrelativistic quantum mechanics and Bell's jump ...
Balachandran +26 more
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A piecewise deterministic scaling limit of Lifted Metropolis-Hastings in the Curie-Weiss model [PDF]
, 2016 In Turitsyn, Chertkov, Vucelja (2011) a non-reversible Markov Chain Monte Carlo (MCMC) method on an augmented state space was introduced, here referred to as Lifted Metropolis-Hastings (LMH).
Bierkens, Joris, Roberts, Gareth
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Stochastic semantics for Communicating Piecewise Deterministic Markov Processes [PDF]
Proceedings of the 44th IEEE Conference on Decision and Control, 2006 CPDPs (Communicating Piecewise Deterministic Markov Processes) can be used for compositional specification of systems from the class of stochastic hybrid processes formed by PDPs (Piecewise Deterministic Markov Processes). We give an extension of the CPDP model.
Strubbe, S.N., van der Schaft, Arjan
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