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

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

By Dufour, Francois
By Zhang, Huilong
By De Saporta, Benoite
By De Saporta, Beno Te
By Dufour, Fran Ois

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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 pi...ecewise 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.
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ISBN 9781848218390
Released NZ 20 Jan 2016
Publisher John Wiley & Sons Australia Lt
Format Hardback
Availability
Indent title (internationally sourced), usually ships 4-6 weeks

Full details for this title

ISBN-13 9781848218390
Stock Available
Status Indent title (internationally sourced), usually ships 4-6 weeks
Publisher John Wiley & Sons Australia Lt
Imprint ISTE Ltd and John Wiley & Sons Inc
Released 20 Jan 2016
Publication Country United Kingdom United Kingdom
Format Hardback
Author(s) By Dufour, Francois
By Zhang, Huilong
By De Saporta, Benoite
By De Saporta, Beno Te
By Dufour, Fran Ois
Category Mathematics
Numerical Analysis
Optimization
Number of Pages 298
Dimensions Width: 167mm
Height: 241mm
Spine: 22mm
Dewey Code 519.233
Weight 616g
Interest Age General Audience
Reading Age General Audience
Library of Congress Markov processes, Dynamic programming, Markov processes - Numerical solutions
NBS Text Mathematics
ONIX Text Professional and scholarly

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