#93 #pdf of: Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes

By Benoîte de Saporta, François Dufour, Huilong Zhang



Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes By Benoîte de Saporta, François Dufour, Huilong Zhang

 |  2015-12-14  |  2015-12-14  | File type: PDF | File size: 27.Mb
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Most Helpful 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 t

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