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Author : Giovanni Fonseca
Publisher :
ISBN 13 :
Total Pages : 27 pages
Book Rating : 4.:/5 (59 download)
Download or read book Stability Conditions for a Piecewise Deterministic Markov Process written by Giovanni Fonseca and published by . This book was released on 2001 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ryszard Rudnicki
Publisher : Springer
ISBN 13 : 3319612956
Total Pages : 177 pages
Book Rating : 4.3/5 (196 download)
Download or read book Piecewise Deterministic Processes in Biological Models written by Ryszard Rudnicki and published by Springer. This book was released on 2017-07-20 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a concise introduction to piecewise deterministic Markov processes (PDMPs), with particular emphasis on their applications to biological models. Further, it presents examples of biological phenomena, such as gene activity and population growth, where different types of PDMPs appear: continuous time Markov chains, deterministic processes with jumps, processes with switching dynamics, and point processes. Subsequent chapters present the necessary tools from the theory of stochastic processes and semigroups of linear operators, as well as theoretical results concerning the long-time behaviour of stochastic semigroups induced by PDMPs and their applications to biological models. As such, the book offers a valuable resource for mathematicians and biologists alike. The first group will find new biological models that lead to interesting and often new mathematical questions, while the second can observe how to include seemingly disparate biological proc esses into a unified mathematical theory, and to arrive at revealing biological conclusions. The target audience primarily comprises of researchers in these two fields, but the book will also benefit graduate students.
Author : Christiane Cocozza-Thivent
Publisher : Springer Nature
ISBN 13 : 3030704475
Total Pages : 252 pages
Book Rating : 4.0/5 (37 download)
Download or read book Markov Renewal and Piecewise Deterministic Processes written by Christiane Cocozza-Thivent and published by Springer Nature. This book was released on 2021-06-09 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of applications are numerous : insurance and risk, biology, communication networks, dependability, supply management, etc. Indeed, the PDMPs studied so far are in fact deterministic functions of CSMPs (Completed Semi-Markov Processes), i.e. semi-Markov processes completed to become Markov processes. This remark leads to considerably broaden the definition of PDMPs and allows their properties to be deduced from those of CSMPs, which are easier to grasp. Stability is studied within a very general framework. In the other chapters, the results become more accurate as the assumptions become more precise. Generalized Chapman-Kolmogorov equations lead to numerical schemes. The last chapter is an opening on processes for which the deterministic flow of the PDMP is replaced with a Markov process. Marked point processes play a key role throughout this book.
Author : Oswaldo Luiz do Valle Costa
Publisher : Springer Science & Business Media
ISBN 13 : 146146983X
Total Pages : 124 pages
Book Rating : 4.4/5 (614 download)
Download or read book Continuous Average Control of Piecewise Deterministic Markov Processes written by Oswaldo Luiz do Valle Costa and published by Springer Science & Business Media. This book was released on 2013-04-12 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: The intent of this book is to present recent results in the control theory for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs). The book focuses mainly on the long run average cost criteria and extends to the PDMPs some well-known techniques related to discrete-time and continuous-time Markov decision processes, including the so-called ``average inequality approach'', ``vanishing discount technique'' and ``policy iteration algorithm''. We believe that what is unique about our approach is that, by using the special features of the PDMPs, we trace a parallel with the general theory for discrete-time Markov Decision Processes rather than the continuous-time case. The two main reasons for doing that is to use the powerful tools developed in the discrete-time framework and to avoid working with the infinitesimal generator associated to a PDMP, which in most cases has its domain of definition difficult to be characterized. Although the book is mainly intended to be a theoretically oriented text, it also contains some motivational examples. The book is targeted primarily for advanced students and practitioners of control theory. The book will be a valuable source for experts in the field of Markov decision processes. Moreover, the book should be suitable for certain advanced courses or seminars. As background, one needs an acquaintance with the theory of Markov decision processes and some knowledge of stochastic processes and modern analysis.
Author : Benoîte de Saporta
Publisher : John Wiley & Sons
ISBN 13 : 1848218397
Total Pages : 298 pages
Book Rating : 4.8/5 (482 download)
Download or read book Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes written by Benoîte de Saporta and published by John Wiley & Sons. This book was released on 2016-01-26 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984. Today it is used to model a variety of complex systems in the fields of engineering, economics, management sciences, biology, Internet traffic, networks and many more. Yet, despite this, there is very little in the way of literature devoted to the development of numerical methods for PDMDs to solve problems of practical importance, or the computational control of PDMPs. This book therefore presents a collection of mathematical tools that have been recently developed to tackle such problems. It begins by doing so through examples in several application domains such as reliability. The second part is devoted to the study and simulation of expectations of functionals of PDMPs. Finally, the third part introduces the development of numerical techniques for optimal control problems such as stopping and impulse control problems.
Author : Sean Meyn
Publisher : Cambridge University Press
ISBN 13 : 1139477978
Total Pages : 595 pages
Book Rating : 4.1/5 (394 download)
Download or read book Markov Chains and Stochastic Stability written by Sean Meyn and published by Cambridge University Press. This book was released on 2009-04-02 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.
Author : Romain Azais
Publisher : John Wiley & Sons
ISBN 13 : 1786303027
Total Pages : 300 pages
Book Rating : 4.7/5 (863 download)
Download or read book Statistical Inference for Piecewise-deterministic Markov Processes written by Romain Azais and published by John Wiley & Sons. This book was released on 2018-08-14 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of applications: biology, insurance, neuroscience, networks, finance... Such processes are defined by a deterministic motion punctuated by random jumps at random times, and offer simple yet challenging models to study. Nevertheless, the issue of statistical estimation of the parameters ruling the jump mechanism is far from trivial. Responding to new developments in the field as well as to current research interests and needs, Statistical inference for piecewise-deterministic Markov processes offers a detailed and comprehensive survey of state-of-the-art results. It covers a wide range of general processes as well as applied models. The present book also dwells on statistics in the context of Markov chains, since piecewise-deterministic Markov processes are characterized by an embedded Markov chain corresponding to the position of the process right after the jumps.
Author : Maury Bramson
Publisher : Springer Science & Business Media
ISBN 13 : 3540688951
Total Pages : 201 pages
Book Rating : 4.5/5 (46 download)
Download or read book Stability of Queueing Networks written by Maury Bramson and published by Springer Science & Business Media. This book was released on 2008-06-26 with total page 201 pages. Available in PDF, EPUB and Kindle. Book excerpt: Queueing networks constitute a large family of stochastic models, involving jobs that enter a network, compete for service, and eventually leave the network upon completion of service. Since the early 1990s, substantial attention has been devoted to the question of when such networks are stable. This volume presents a summary of such work. Emphasis is placed on the use of fluid models in showing stability, and on examples of queueing networks that are unstable even when the arrival rate is less than the service rate. The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Alice Guionnet and Steffen Lauritzen.
Author : N. V. Kartashov
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110917769
Total Pages : 144 pages
Book Rating : 4.1/5 (19 download)
Download or read book Strong Stable Markov Chains written by N. V. Kartashov and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-01-14 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Strong Stable Markov Chains".
Author : D. Vermes
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (756 download)
Download or read book Optimal Control of Piecewise Deterministic Markov Process written by D. Vermes and published by . This book was released on 1985 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Taleb Salameh Odeh Alkurdi
Publisher :
ISBN 13 :
Total Pages : 131 pages
Book Rating : 4.:/5 (855 download)
Download or read book Piecewise Deterministic Markov Processes written by Taleb Salameh Odeh Alkurdi and published by . This book was released on 2013 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gideon Weiss
Publisher : Cambridge University Press
ISBN 13 : 1108415326
Total Pages : 447 pages
Book Rating : 4.1/5 (84 download)
Download or read book Scheduling and Control of Queueing Networks written by Gideon Weiss and published by Cambridge University Press. This book was released on 2021-10-14 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: A graduate text on theory and methods using applied probability techniques for scheduling service, manufacturing, and information networks.
Author : Sebastian Engell
Publisher : Elsevier
ISBN 13 : 9780080440941
Total Pages : 406 pages
Book Rating : 4.4/5 (49 download)
Download or read book Analysis and Design of Hybrid Systems 2003 (ADHS 03) written by Sebastian Engell and published by Elsevier. This book was released on 2003-12-19 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Before the Riders came to their remote valley the Yendri led a tranquil pastoral life. When the Riders conquered and enslaved them, only a few escaped to the forests. Rebellion wasn't the Yendri way; they hid, or passively resisted, taking consolation in the prophecies of their spiritual leader. Only one possessed the necessary rage to fight back: Gard the foundling, half-demon, who began a one-man guerrilla war against the Riders. His struggle ended in the loss of the family he loved, and condemnation from his own people. Exiled, he was taken as a slave by powerful mages ruling an underground kingdom. Bitterer and wiser, he found more subtle ways to earn his freedom. This is the story of his rise to power, his vengeance, his unlikely redemption and his maturation into a loving father--as well as a lord and commander of demon armies. Kage Baker, author of the popular and witty fantasy, The Anvil of the World, returns to that magical world for another story of love, adventure, and a fair bit of ironic humor. At the publisher's request, this title is being sold without Digital Rights Management software (DRM) applied.
Author : M. H. A. Davis
Publisher :
ISBN 13 :
Total Pages : 388 pages
Book Rating : 4.:/5 (756 download)
Download or read book Piecewise-deterministic Markov Processes written by M. H. A. Davis and published by . This book was released on 1984 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Juan Juan Ye
Publisher : National Library of Canada = Bibliothèque nationale du Canada
ISBN 13 : 9780315645134
Total Pages : 127 pages
Book Rating : 4.6/5 (451 download)
Download or read book Optimal Control of Piecewise Deterministic Markov Processes written by Juan Juan Ye and published by National Library of Canada = Bibliothèque nationale du Canada. This book was released on 1990 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jacek Banasiak
Publisher : Springer
ISBN 13 : 3319113224
Total Pages : 505 pages
Book Rating : 4.3/5 (191 download)
Download or read book Evolutionary Equations with Applications in Natural Sciences written by Jacek Banasiak and published by Springer. This book was released on 2014-11-07 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the unifying theme of abstract evolutionary equations, both linear and nonlinear, in a complex environment, the book presents a multidisciplinary blend of topics, spanning the fields of theoretical and applied functional analysis, partial differential equations, probability theory and numerical analysis applied to various models coming from theoretical physics, biology, engineering and complexity theory. Truly unique features of the book are: the first simultaneous presentation of two complementary approaches to fragmentation and coagulation problems, by weak compactness methods and by using semigroup techniques, comprehensive exposition of probabilistic methods of analysis of long term dynamics of dynamical systems, semigroup analysis of biological problems and cutting edge pattern formation theory. The book will appeal to postgraduate students and researchers specializing in applications of mathematics to problems arising in natural sciences and engineering.
Author : Daniel T. Gillespie
Publisher : Gulf Professional Publishing
ISBN 13 : 9780122839559
Total Pages : 600 pages
Book Rating : 4.8/5 (395 download)
Download or read book Markov Processes written by Daniel T. Gillespie and published by Gulf Professional Publishing. This book was released on 1992 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov process theory provides a mathematical framework for analyzing the elements of randomness that are involved in most real-world dynamical processes. This introductory text, which requires an understanding of ordinary calculus, develops the concepts and results of random variable theory.
