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Book Cover
E-book
Author Saporta, Benoîte de, author.

Title 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
©2016

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Description 1 online resource (xiv, 279 pages) : illustrations
Series Mathematics and statistics series
Oregon State monographs. Mathematics and statistics series.
Contents 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
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Markov processes.
Markov processes -- Numerical solutions.
Dynamic programming.
MATHEMATICS -- Applied.
MATHEMATICS -- Probability & Statistics -- General.
Dynamic programming
Markov processes
Markov processes -- Numerical solutions
Form Electronic book
Author Dufour, François, author.
Zhang, Huilong, author.
LC no. 2015954427
ISBN 9781119145097
1119145090
1119145147
9781119145141