Numerical methods for simulation and optimization of piecewise deterministic Markov processes : application to reliability / Benoîte de Saporta, Franc̜ois Dufour, Huilong Zhang
Published
London : ISTE ; Hoboken, NJ : John Wiley & Sons, Inc., 2016
Part 1. Piecewise deterministic Markov processes and quantization -- Piecewise deterministic Markov processes -- Examples in reliability -- Quantization technique -- Part 2. Simulation of functionals -- Expectation of functionals -- Exit time -- Example in reliability: service time -- Part 3. Optimization -- Optimal stopping -- Partially observed optimal stopping problem -- Example in reliability: maintenance optimization -- Optimal impluse control