Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes: Application to Reliability

by Beno Te De Saporta, Fran?ois Dufour, Huilong Zhang, et al.

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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...

Format:Hardcover

Language:English

ISBN:1848218397

ISBN13:9781848218390

Release Date:January 2016

Publisher:Wiley-Iste

Length:298 Pages

Weight:1.31 lbs.

Dimensions:0.7" x 6.1" x 9.2"

Related Subjects

Computers Computers & Technology Math Mathematics Science & Math

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Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes: Application to Reliability

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