【数值方法】 Numerical Methods for Simulation and Optimization of Piecewi (2016)

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Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes

Benoîte de Saporta, Francois Dufour, Huilong Zhang



Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984. Today it is used to model a variety of complex systems in the fields of engineering, economics, management sciences, biology, Internet traffic, networks and many more. Yet, despite this, there is very little in the way of literature devoted to the development of numerical methods for PDMDs to solve problems of practical importance, or the computational control of PDMPs.

This book therefore presents a collection of mathematical tools that have been recently developed to tackle such problems. It begins by doing so through examples in several application domains such as reliability. The second part is devoted to the study and simulation of expectations of functionals of PDMPs. Finally, the third part introduces the development of numerical techniques for optimal control problems such as stopping and impulse control problems.

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关键词：Optimization Simulation Numerical ulation numeric management Internet article complex biology

Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes_Benoîte de Saporta

Numerical Methods for Simulation and Optimization of Piecewise

谢谢楼主分享

cmwei333 发表于 2017-1-25 05:11
Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes

Ben ...

书很好

thanks for sharing

Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes

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谢谢分享。

good!!