Numerical methods of simulation and optimization of piecewise deterministic Markov processes : application to reliability /

This book is focused on theoretical and numerical aspects of simulation of expectations of functionals and resolution of optimization problems for piecewise deterministic Markov processes. This book deals with theoretical and numerical aspects of simulation and optimization for piecewise determinist...

Full description

Bibliographic Details

Main Authors:	Saporta, Benoîte de (Author), Dufour, François (Mathematician) (Author), Zhang, Huilong (Author)
Format:	eBook
Language:	English
Published:	London : Hoboken, NJ : ISTE, Ltd. ; John Wiley & Sons, 2016.
Subjects:	Markov processes > Numerical solutions. Electronic books.
Online Access:	Connect to the full text of this electronic book