Stability and Ergodicity of Piecewise Deterministic Markov Processes
From MaRDI portal
Publication:3617243
DOI10.1137/060670109zbMath1159.60339OpenAlexW2139141215WikidataQ56559962 ScholiaQ56559962MaRDI QIDQ3617243
Oswaldo L. V. Costa, François Dufour
Publication date: 27 March 2009
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060670109
Continuous-time Markov processes on general state spaces (60J25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15)
Related Items (40)
Which ergodic averages have finite asymptotic variance? ⋮ Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions ⋮ Piecewise deterministic Markov process — recent results ⋮ Dimension of invariant measures for continuous random dynamical systems ⋮ A multiscale stochastic criminal behavior model and the convergence to a piecewise-deterministic-Markov-process limit ⋮ The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes ⋮ Moment-based analysis of stochastic hybrid systems with renewal transitions ⋮ Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics ⋮ Existence of invariant densities for semiflows with jumps ⋮ Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times ⋮ Adaptive Importance Sampling Based on Fault Tree Analysis for Piecewise Deterministic Markov Process ⋮ Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions ⋮ Dynamics of drainage under stochastic rainfall in river networks ⋮ Probabilistic and Piecewise Deterministic models in Biology ⋮ Unnamed Item ⋮ Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity ⋮ Numerical method for optimal stopping of piecewise deterministic Markov processes ⋮ Stability analysis for stochastic hybrid systems: a survey ⋮ On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows ⋮ Qualitative properties of certain piecewise deterministic Markov processes ⋮ Quantitative Estimates for the Long-Time Behavior of an Ergodic Variant of the Telegraph Process ⋮ Dynamics of the time to the most recent common ancestor in a large branching population ⋮ On the long time behavior of the TCP window size process ⋮ Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes ⋮ Persistence of stability for equilibria of map iterations in Banach spaces under small random perturbations ⋮ Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process ⋮ Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows ⋮ Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling ⋮ Moment Analysis of Linear Time-Varying Dynamical Systems with Renewal Transitions ⋮ The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes ⋮ The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations ⋮ Densities for piecewise deterministic Markov processes with boundary ⋮ Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates ⋮ Piecewise deterministic Markov processes and their invariant measures ⋮ Approximations of piecewise deterministic Markov processes and their convergence properties ⋮ High-dimensional scaling limits of piecewise deterministic sampling algorithms ⋮ Interval fragmentations with choice: equidistribution and the evolution of tagged fragments ⋮ Exponential ergodicity for Markov processes with random switching ⋮ Semi-parametric inference for the absorption features of a growth-fragmentation model ⋮ Hybrid behaviour of Markov population models
This page was built for publication: Stability and Ergodicity of Piecewise Deterministic Markov Processes