ENGLISH

Markov Models & Optimization

By M.H.A. Davis

Book information

Publisher
Chapman & Hall/CRC
Year
2018
ISBN
9780412314100, 0-412-31410-X, 9780203748039, 0203748034, 9781351433495, 1351433490
Language
english
Format
PDF
Filesize
10 MB (10565814 bytes)
Series
Monographs on Statistics and Applied Probability
Edition
First edition
Pages
295\317
Time added
2018-08-19 10:10:41
Probabilities

Description

This text presents a new approach to problems of evaluating and optimizing the performance of continuous-time stochastic systems. This approach is based on the use of a family of Markov processes called piecewise-deterministic processes (PDPs) as a general class of stochastic system models. A PDP is a Markov process that follows deterministic trajectories between random jumps, the latter occurring either spontaneously, in a Poisson-like fashion, or when the process hits the boundary of its state space.

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