Numerical methods of simulation and optimization of piecewise deterministic Markov processes: application to reliability
This book is focused on theoretical and numerical aspects of simulation of expectations of functionals and resolution of optimization problems for piecewise deterministic Markov processes. This book deals with theoretical and numerical aspects of simulation and optimization for piecewise determinist...
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| Main Authors: | , , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London
ISTE, Ltd.
2016
|
| Subjects: | |
| Online Access: | FRO01 TUM01 UBG01 Volltext |
| Summary: | This book is focused on theoretical and numerical aspects of simulation of expectations of functionals and resolution of optimization problems for piecewise deterministic Markov processes. This book deals with theoretical and numerical aspects of simulation and optimization for piecewise deterministic Markov processes (PDMP's). PDMP's form a general class of stochastic hybrid models covering a large number of problems such as engineering systems, operation research, economics, management science, biology, internet traffic, networks and reliability. This book is focused on the computation of expectation of functionals of PDMP's with applications to the evaluation of service times and on solving optimal control problems with applications to maintenance optimization. The class of piecewise deterministic Markov processes (PDMP's) is considered and recognized as a powerful modelling tool for complex systems. However, surprisingly few works are devoted to the development of numerical methods for PDMP's to solve problems of practical importance such as evaluation and optimization of functionals of the process. The main objective of this book consists in presenting mathematical tools recently developed by the authors to address such problems |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | 1 online resource |
| ISBN: | 9781119145066 |
Staff View
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| author | Saporta, Benoîte de 1977- Dufour, François Zhang, Huilong |
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| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/33 |
| dewey-search | 519.2/33 |
| dewey-sort | 3519.2 233 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
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| id | DE-604.BV043738252 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:33:46Z |
| institution | BVB |
| isbn | 9781119145066 |
| language | English |
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| spelling | Saporta, Benoîte de 1977- Verfasser (DE-588)1143607740 aut Numerical methods of simulation and optimization of piecewise deterministic Markov processes application to reliability Benoîte de Saporta, François Dufour, Huilong Zhang London ISTE, Ltd. 2016 1 online resource txt rdacontent c rdamedia cr rdacarrier Online-Ressource Includes bibliographical references and index This book is focused on theoretical and numerical aspects of simulation of expectations of functionals and resolution of optimization problems for piecewise deterministic Markov processes. This book deals with theoretical and numerical aspects of simulation and optimization for piecewise deterministic Markov processes (PDMP's). PDMP's form a general class of stochastic hybrid models covering a large number of problems such as engineering systems, operation research, economics, management science, biology, internet traffic, networks and reliability. This book is focused on the computation of expectation of functionals of PDMP's with applications to the evaluation of service times and on solving optimal control problems with applications to maintenance optimization. The class of piecewise deterministic Markov processes (PDMP's) is considered and recognized as a powerful modelling tool for complex systems. However, surprisingly few works are devoted to the development of numerical methods for PDMP's to solve problems of practical importance such as evaluation and optimization of functionals of the process. The main objective of this book consists in presenting mathematical tools recently developed by the authors to address such problems MATHEMATICS / Mathematical Analysis bisacsh Markov processes / Numerical solutions fast Markov processes / Numerical solutions Dufour, François (DE-588)1143607635 aut Zhang, Huilong aut Erscheint auch als Druck-Ausgabe 978-1-848-21839-0 https://onlinelibrary.wiley.com/doi/book/10.1002/9781119145066 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Saporta, Benoîte de 1977- Dufour, François Zhang, Huilong Numerical methods of simulation and optimization of piecewise deterministic Markov processes application to reliability MATHEMATICS / Mathematical Analysis bisacsh Markov processes / Numerical solutions fast Markov processes / Numerical solutions |
| title | Numerical methods of simulation and optimization of piecewise deterministic Markov processes application to reliability |
| title_auth | Numerical methods of simulation and optimization of piecewise deterministic Markov processes application to reliability |
| title_exact_search | Numerical methods of simulation and optimization of piecewise deterministic Markov processes application to reliability |
| title_full | Numerical methods of simulation and optimization of piecewise deterministic Markov processes application to reliability Benoîte de Saporta, François Dufour, Huilong Zhang |
| title_fullStr | Numerical methods of simulation and optimization of piecewise deterministic Markov processes application to reliability Benoîte de Saporta, François Dufour, Huilong Zhang |
| title_full_unstemmed | Numerical methods of simulation and optimization of piecewise deterministic Markov processes application to reliability Benoîte de Saporta, François Dufour, Huilong Zhang |
| title_short | Numerical methods of simulation and optimization of piecewise deterministic Markov processes |
| title_sort | numerical methods of simulation and optimization of piecewise deterministic markov processes application to reliability |
| title_sub | application to reliability |
| topic | MATHEMATICS / Mathematical Analysis bisacsh Markov processes / Numerical solutions fast Markov processes / Numerical solutions |
| topic_facet | MATHEMATICS / Mathematical Analysis Markov processes / Numerical solutions |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119145066 |
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