Numerical methods for simulation and optimization of piecewise deterministic Markov processes : application to reliability / Benoîte de Saporta, Franc̜ois Dufour, Huilong Zhang.

Saved in:
Bibliographic Details
Main Authors: Saporta, Benoîte de (Author), Dufour, François (Author), Zhang, Huilong (Author)
Format: eBook
Language:English
Published: London : Hoboken, NJ : ISTE ; John Wiley & Sons, Inc., 2016.
Series:Oregon State monographs. Mathematics and statistics series.
Subjects:
Online Access:Click for online access

MARC

LEADER 00000cam a2200000 i 4500
001 ocn933247428
003 OCoLC
005 20240809213013.0
006 m o d
007 cr mn|||||||||
008 151221t20162016enka ob 001 0 eng d
010 |a  2015954427 
040 |a N$T  |b eng  |e rda  |e pn  |c N$T  |d OCLCO  |d IDEBK  |d CDX  |d OCLCF  |d DEBSZ  |d YDXCP  |d EBLCP  |d OSU  |d OCL  |d CCO  |d IDB  |d COO  |d OCLCQ  |d MERUC  |d ZCU  |d ICG  |d UKMGB  |d OCLCQ  |d WYU  |d OCLCQ  |d DKC  |d OCLCQ  |d VT2  |d OCLCQ  |d OCLCO  |d OCLCQ  |d OCLCO  |d OCLCL  |d OCLCQ  |d UEJ  |d OCLCO  |d OCLCQ 
016 7 |a 017673575  |2 Uk 
019 |a 933265716  |a 1066611524  |a 1107327003  |a 1156405491  |a 1228529997 
020 |a 9781119145097  |q (electronic bk.) 
020 |a 1119145090  |q (electronic bk.) 
020 |a 1119145147 
020 |a 9781119145141 
020 |z 9781848218390  |q (cloth) 
020 |z 1848218397  |q (cloth) 
020 |z 9781119145066 
020 |z 1119145066 
035 |a (OCoLC)933247428  |z (OCoLC)933265716  |z (OCoLC)1066611524  |z (OCoLC)1107327003  |z (OCoLC)1156405491  |z (OCoLC)1228529997 
037 |a 9781119145141  |b Wiley 
050 4 |a QA274.7  |b .S37 2016eb 
072 7 |a MAT  |x 003000  |2 bisacsh 
072 7 |a MAT  |x 029000  |2 bisacsh 
049 |a HCDD 
100 1 |a Saporta, Benoîte de,  |e author.  |1 https://id.oclc.org/worldcat/entity/E39PCjt9DtWVTmk8YhwV9Fdpvb 
245 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. 
264 4 |c ©2016 
300 |a 1 online resource (xiv, 279 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Mathematics and statistics series 
504 |a Includes bibliographical references and index. 
505 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 MATHEMATICS  |x Applied.  |2 bisacsh 
650 7 |a MATHEMATICS  |x Probability & Statistics  |x General.  |2 bisacsh 
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.  |1 https://id.oclc.org/worldcat/entity/E39PBJg8KgV4rmjqFMTFX3wcT3 
700 1 |a Zhang, Huilong,  |e author.  |1 https://id.oclc.org/worldcat/entity/E39PCjtBpFkhCxFfxvKBCk6K7d 
758 |i has work:  |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 
776 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 
830 0 |a Oregon State monographs.  |p Mathematics and statistics series. 
856 4 0 |u https://ebookcentral.proquest.com/lib/holycrosscollege-ebooks/detail.action?docID=4205869  |y Click for online access 
903 |a EBC-AC 
994 |a 92  |b HCD