Numerical Methods of Simulation and Optimization of Piecewise Deterministic Markov Processes: Application to Reliability (Hardcover)

Part I: Piecewise deterministic Markov processes and quantization

1 Piecewise deterministic Markov processes

2 Quantization technique

3 Discretization of piecewise deterministic Markov processes

4 Examples in reliability

Part II: Simulation of functionals

1 Expectation

2 Exit time

3 Example in reliability: service time

Part III: Optimization

1 Optimal stopping

2 Optimal impulse control