Results 71 to 80 of about 1,345 (165)
Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes. [PDF]
Lin YT, Buchler NE.
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Optimal control of piecewise deterministic Markov processes.
This thesis describes a complete theory of optimal control of piecewise deterministic Markov processes under weak assumptions. The theory consists of a description of the processes, a nonsmooth stochastic maximum principle as a necessary optimality ...
Ye, Juan Juan.
core
Abel-type Results for Controlled Piecewise Deterministic Markov Processes
International audienceIn this paper we prove that, in the framework of continuous control problems for piecewise deterministic Markov processes, the existence of a uniform limit for discounted value functions as the discount factor vanishes implies ...
Goreac, Dan, Serea, Oana-Silvia
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Modelling and Estimating the Forward Price Curve in the Energy Market [PDF]
The stochastic or random nature of commodity prices plays a central role in models for valuing financial contingent claims on commodities. In this paper, by enhancing a multifactor framework which is consistent not only with the market observable forward
Les Clewlow, Boda Kang, Carl Chiarella
core
Piecewise deterministic Markov processes : an analytic approach
The subject of this thesis, piecewise deterministic Markov processes, an analytic approach, is on the border between analysis and probability theory. Such processes can either be viewed as random perturbations of deterministic dynamical systems in an ...
Alkurdi, T.S.O.
core
Bayes-Adaptive Impulse Control of Piecewise-Deterministic Markov Processes
We introduce a Bayes-adaptive framework for controlling Piecewise-Deterministic Markov Processes (PDMPs) under partial observability and uncertain parameters.PDMPs form a class of continuous-time Markov processes that capture hybrid (discrete–continuous)
Vinyals, Meritxell +4 more
core
A hybrid framework for compartmental models enabling simulation-based inference. [PDF]
Germano DPJ +5 more
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Consistent multiscale modelling of movement and habitat selection. [PDF]
Blackwell PG.
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