Numerical methods of simulation and optimization of piecewise deterministic Markov processes : application to reliability / Benoîte de Saporta, François Dufour, Huilong Zhang.

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 piecewise determinist...

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Bibliographic Details

Online Access:	Full Text (via Wiley)
Main Authors:	Saporta, Benoîte de (Author), Dufour, François (Mathematician) (Author), Zhang, Huilong (Author)
Format:	eBook
Language:	English
Published:	London : Hoboken, NJ : ISTE, Ltd. ; John Wiley & Sons, 2016.
Subjects:	Markov processes > Numerical solutions.