Numerical methods for simulation and optimization of piecewise deterministic Markov processes : application to reliability /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Saporta, Benoîte de (Autor), Dufour, François (Autor), Zhang, Huilong (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Hoboken, NJ : ISTE ; John Wiley & Sons, Inc., 2016.
Colección:Oregon State monographs. Mathematics and statistics series.
Temas:
Markov processes.
Markov processes > Numerical solutions.
Dynamic programming.
Processus de Markov.
Processus de Markov > Solutions numériques.
Programmation dynamique.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Dynamic programming
Markov processes
Markov processes > Numerical solutions
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

Ejemplares similares