Francois Dufour

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Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes

by Benoîte de Saporta, Francois Dufour & Huilong Zhang

Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984. Today it is used to model a variety of complex systems in the fields of engineering,...