scientific article; zbMATH DE number 425394
From MaRDI portal
Publication:3136505
Recommendations
- Continuous average control of piecewise deterministic Markov processes
- Optimal control of piecewise deterministic markov process
- Numerical methods for simulation and optimization of piecewise deterministic Markov processes. Application to reliability
- Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes
Cited in
(only showing first 100 items - show all)- Optimal Control of a Partially Observable Failing System with Costly Multivariate Observations
- Existence of optimal feedback production plans in stochastic flowshops with limited buffers
- Impulsive synchronization of Markovian jumping randomly coupled neural networks with partly unknown transition probabilities via multiple integral approach
- A multivariate stochastic hybrid model with switching coefficients and jumps: solution and distribution
- A compositional modelling and analysis framework for stochastic hybrid systems
- Singularities of invariant densities for random switching between two linear ODEs in 2D
- Ruin theory for the risk process described by PDMPs
- Stochastic hybrid control
- Point processes with finite-dimensional conditional probabilities
- Periodic maintenance and repair rate control in stochastic manufacturing systems
- Optimal liquidation under partial information with price impact
- NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS
- Availability maximization under partial observations
- Optimal channel choice for lossy data flow transmission
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
- On a stochastic demand jump inventory model
- Markov skeleton processes
- Computing the joint distribution of the total tree length across loci in populations with variable size
- The dynamics of Pareto distributed wealth in a small open economy
- Random dynamical systems with jumps and with a function-type intensity
- Analytic solutions for stochastic hybrid models of gene regulatory networks
- A piecewise deterministic Monte Carlo method for diffusion bridges
- On the optimal dividend strategy in a regime-switching diffusion model
- A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
- Martingales and the distribution of the time to ruin.
- On piecewise linear processes
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions
- Level 2.5 large deviations for continuous-time Markov chains with time periodic rates
- A random walk model for the Schrödinger equation
- On risk-sensitive piecewise deterministic Markov decision processes
- The superposition of alternating on-off flows and a fluid model
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
- Modeling and analysis of DNA replication
- A master equation approach to option pricing
- A piecewise deterministic limit for a multiscale stochastic spatial gene network
- A risk model with renewal shot-noise Cox process
- Averaging for some simple constrained Markov processes
- A probabilistic look at conservative growth-fragmentation equations
- Zero-sum continuous-time Markov pure jump game over a fixed duration
- Sequential testing of simple hypotheses about compound Poisson processes
- Adaptive Poisson disorder problem
- The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes
- Optimal feedback production planning in a stochastic \(N\)-machine flowshop
- Supports of invariant measures for piecewise deterministic Markov processes
- Sensitivity analysis for multiscale stochastic reaction networks using hybrid approximations
- Special weak Dirichlet processes and BSDEs driven by a random measure
- Zig-Zag Sampling for Discrete Structures and Nonreversible Phylogenetic MCMC
- Nonequivalence of controllability properties for piecewise linear Markov switch processes
- Random switching near bifurcations
- Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes
- Conditional law of risk processes given that ruin occurs
- Robust stabilization by dynamic combined state and output feedback compensator for nonlinear systems with jumps
- An impulse control problem of a production model with interruptions to follow stochastic demand
- Zero-sum discounted reward criterion games for piecewise deterministic Markov processes
- Partially mode-dependent design of \(H_{\infty }\) filter for stochastic Markovian jump systems with mode-dependent time delays
- Convergence rates for semistochastic processes
- Imitation and experimentation in changing contests
- The standard Poisson disorder problem revisited
- Events and piecewise deterministic dynamics in event-enhanced quantum theory
- Stationary analysis of a single queue with remaining service time-dependent arrivals
- Existence of open loop Nash equilibria in certain types of nonlinear differential games
- Optimal control of partially observable piecewise deterministic Markov processes
- A general verification result for stochastic impulse control problems
- Structural properties of Markov chains with weak and strong interactions
- Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism
- An optimal stopping problem for a geometric Brownian motion with Poissonian jumps
- Splitting tessellations in spherical spaces
- A random cloud model for the Wigner equation
- Existence of invariant densities for semiflows with jumps
- Optimality of impulse harvesting policies
- On the use of Lyapunov methods in renewal theory
- Dynamics of the time to the most recent common ancestor in a large branching population
- Commodity storage with durable shocks: a simple Markovian model
- A Note on Insensitivity in Stochastic Networks
- Total duration of negative surplus for the risk model with debit interest
- Intervention options in life insurance
- Estimating stochastic dynamical systems driven by a continuous-time jump Markov process
- A model of optimal consumption under liquidity risk with random trading times
- Optimal dividend strategies for a compound Poisson process under transaction costs and power utility
- Pointwise and Renyi dimensions of an invariant measure of random dynamical systems with jumps
- Control improvement for jump-diffusion processes with applications to finance
- A two-factor stochastic production model with two time scales
- On nonlinear discrete-time systems driven by Markov chains
- Decay of tails at equilibrium for FIFO join the shortest queue networks
- Ergodic optimization of stochastic differential systems in wireless networks
- A coupled system of integrodifferential equations arising in liquidity risk model
- Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes
- Stability of join the shortest queue networks
- A stochastic SIS infection model incorporating indirect transmission
- Frequency-domain analysis of aperiodic control loops with identically distributed delays
- Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems
- Constraint-based analysis of concurrent probabilistic hybrid systems: an application to networked automation systems
- Optimization of queuing system via stochastic control
- Engineering constraint solvers for automatic analysis of probabilistic hybrid automata
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance
- An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes
- Numerical method for impulse control of piecewise deterministic Markov processes
- Control of dynamic systems under the influence of singularly perturbed Markov chains
- Characterization of Matrix-Exponential Distributions
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3136505)