Optimal choice among a class of nonparametric estimators of the jump rate for piecewise-deterministic Markov processes

Electronic Journal of Statistics ◽

10.1214/16-ejs1207 ◽

2016 ◽

Vol 10 (2) ◽

pp. 3648-3692 ◽

Author(s):

Romain Azaïs ◽

Aurélie Muller-Gueudin

Keyword(s):

Markov Processes ◽

Optimal Choice ◽

Nonparametric Estimators ◽

Jump Rate ◽

Piecewise Deterministic Markov Processes

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A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2017.1327072 ◽

2017 ◽

Vol 47 (8) ◽

pp. 1812-1829

Author(s):

Romain Azaïs ◽

Alexandre Genadot

Keyword(s):

Markov Processes ◽

Jump Rate ◽

Piecewise Deterministic Markov Processes

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Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes

Mathematical Methods of Operations Research ◽

10.1007/s00186-020-00732-8 ◽

2021 ◽

Author(s):

O. L. V. Costa ◽

F. Dufour

Keyword(s):

Markov Processes ◽

Risk Sensitive ◽

Piecewise Deterministic Markov Processes ◽

Risk Sensitive Control ◽

Optimality Equations

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Safety Verification of Piecewise-Deterministic Markov Processes

Proceedings of the 19th International Conference on Hybrid Systems: Computation and Control - HSCC '16 ◽

10.1145/2883817.2883836 ◽

2016 ◽

Author(s):

Rafael Wisniewski ◽

Christoffer Sloth ◽

Manuela Bujorianu ◽

Nir Piterman

Keyword(s):

Markov Processes ◽

Safety Verification ◽

Piecewise Deterministic Markov Processes

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Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes

SIAM Journal on Control and Optimization ◽

10.1137/140996380 ◽

2016 ◽

Vol 54 (3) ◽

pp. 1444-1474 ◽

Author(s):

O. L. V. Costa ◽

F. Dufour ◽

A. B. Piunovskiy

Keyword(s):

Markov Processes ◽

Piecewise Deterministic Markov Processes

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Substochastic semigroups and densities of piecewise deterministic Markov processes

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2009.04.033 ◽

2009 ◽

Vol 357 (2) ◽

pp. 385-402 ◽

Author(s):

Marta Tyran-Kamińska

Keyword(s):

Markov Processes ◽

Piecewise Deterministic Markov Processes ◽

Substochastic Semigroups

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Importance Sampling and Sensitivity Analysis for Reliability Assessment of Hybrid Dynamic Systems Represented by Piecewise Deterministic Markov Processes

10.3850/978-981-18-2016-8_736-cd ◽

2021 ◽

Author(s):

G. Chennetier ◽

H. Chraibi ◽

A. Dutfoy ◽

J. Garnier

Keyword(s):

Sensitivity Analysis ◽

Importance Sampling ◽

Markov Processes ◽

Dynamic Systems ◽

Reliability Assessment ◽

Piecewise Deterministic Markov Processes

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Supports of invariant measures for piecewise deterministic Markov processes

Nonlinearity ◽

10.1088/1361-6544/aa7e94 ◽

2017 ◽

Vol 30 (9) ◽

pp. 3400-3418 ◽

Author(s):

M Benaïm ◽

F Colonius ◽

R Lettau

Keyword(s):

Markov Processes ◽

Invariant Measures ◽

Piecewise Deterministic Markov Processes

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Critical comparison of two user friendly tools to study Piecewise Deterministic Markov Processes (PDMP)

Safety, Reliability and Risk Analysis ◽

10.1201/b15938-177 ◽

2013 ◽

pp. 1185-1192

Author(s):

M Bouissou ◽

H Chraïbi ◽

I Chubarova

Keyword(s):

Markov Processes ◽

Critical Comparison ◽

Piecewise Deterministic Markov Processes ◽

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Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes

Bernoulli ◽

10.3150/20-bej1312 ◽

2021 ◽

Vol 27 (4) ◽

Author(s):

Nathalie Krell ◽

Émeline Schmisser

Keyword(s):

Markov Processes ◽

Nonparametric Estimation ◽

Specific Class ◽

Piecewise Deterministic Markov Processes

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Piecewise Deterministic Markov Processes

Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes ◽

10.1002/9781119145066.ch1 ◽

2015 ◽

pp. 1-25

Author(s):

Benoîte de Saporta ◽

François Dufour ◽

Huilong Zhang

Keyword(s):

Markov Processes ◽

Piecewise Deterministic Markov Processes

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