Stability of Piecewise-Deterministic Markov Processes

DOI10.1137/S0363012997330890MaRDI QIDQ4699133zbMATH OpenOpenAlexFDO

Authors F. Dufour, Oswaldo Luiz V. Costa

Publication date 23 November 1999

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012997330890

zbMATH Keywords

invariant measureMarkov chainpiecewise-deterministic Markov process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

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• Stability of piecewise deterministic Markovian metapopulation processes on networks
• Exponential change of measure for general piecewise deterministic Markov processes
• A stochastic control model for optimal timing of climate policies
• Characterization of the marginal distributions of Markov processes used in dynamic reliability
• Moment closure and finite-time blowup for piecewise deterministic Markov processes
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• Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
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• Stability and Ergodicity of Piecewise Deterministic Markov Processes
• scientific article; zbMATH DE number 3901778 (Why is no real title available?)
• Stability of Markov processes nonhomogeneous in time
• scientific article; zbMATH DE number 1961386 (Why is no real title available?)
• On the Poisson Equation for Piecewise-Deterministic Markov Processes
• Stability analysis for stochastic hybrid systems: a survey
• Quantitative estimates for the long-time behavior of an ergodic variant of the telegraph process
• 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
• Qualitative properties of certain piecewise deterministic Markov processes
• Supports of invariant measures for piecewise deterministic Markov processes
• Markov renewal and piecewise deterministic processes
• Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times
• Importance and sensitivity analysis in dynamic reliability
• Central limit theorem for random dynamical system with jumps and state-dependent jump intensity
• A games-in-games paradigm for strategic hybrid jump-diffusions: Hamilton-Jacobi-Isaacs hierarchy and spectral structure
• Rayleigh processes, real trees, and root growth with re-grafting
• Existence of invariant densities for semiflows with jumps
• On stability of the Markov-modulated skew CIR process
• Continuity of the M/G/c queue

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