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|a Saporta, Benoîte de,
|e author.
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1 |
0 |
|a Numerical methods for simulation and optimization of piecewise deterministic Markov processes :
|b application to reliability /
|c Benoîte de Saporta, Franc̜ois Dufour, Huilong Zhang.
|
| 264 |
|
1 |
|a London :
|b ISTE ;
|a Hoboken, NJ :
|b John Wiley & Sons, Inc.,
|c 2016.
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| 264 |
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4 |
|c ©2016
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|b nc
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1 |
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|a Mathematics and statistics series
|
| 504 |
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|a Includes bibliographical references and index.
|
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0 |
|
|a Part 1. Piecewise deterministic Markov processes and quantization -- Piecewise deterministic Markov processes -- Examples in reliability -- Quantization technique -- Part 2. Simulation of functionals -- Expectation of functionals -- Exit time -- Example in reliability: service time -- Part 3. Optimization -- Optimal stopping -- Partially observed optimal stopping problem -- Example in reliability: maintenance optimization -- Optimal impluse control.
|
| 588 |
0 |
|
|a Print version record.
|
| 650 |
|
0 |
|a Markov processes.
|
| 650 |
|
0 |
|a Markov processes
|x Numerical solutions.
|
| 650 |
|
0 |
|a Dynamic programming.
|
| 650 |
|
7 |
|a Dynamic programming
|2 fast
|
| 650 |
|
7 |
|a Markov processes
|2 fast
|
| 650 |
|
7 |
|a Markov processes
|x Numerical solutions
|2 fast
|
| 700 |
1 |
|
|a Dufour, François,
|e author.
|
| 700 |
1 |
|
|a Zhang, Huilong,
|e author.
|
| 758 |
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|a Numerical methods for simulation and optimization of piecewise deterministic Markov processes (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCG6yCdjKDVvJ6XGbx7Jwbq
|4 https://id.oclc.org/worldcat/ontology/hasWork
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0 |
8 |
|i Print version:
|a De Saporta, Benoite.
|t Numerical methods for simulation and optimization of piecewise deterministic markov processes.
|d [Place of publication not identified] : John Wiley, 2015
|z 1848218397
|z 9781848218390
|w (OCoLC)908914269
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| 830 |
|
0 |
|a Oregon State monographs.
|p Mathematics and statistics series.
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|u https://ebookcentral.proquest.com/lib/ucb/detail.action?docID=4205869
|z Full Text (via ProQuest)
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| 915 |
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|a Ebook Central Academic Complete
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| 956 |
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|b Ebook Central Academic Complete
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|a University of Colorado Boulder
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|h Library of Congress classification
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