1,878 research outputs found
Numerical method for impulse control of Piecewise Deterministic Markov Processes
This paper presents a numerical method to calculate the value function for a
general discounted impulse control problem for piecewise deterministic Markov
processes. Our approach is based on a quantization technique for the underlying
Markov chain defined by the post jump location and inter-arrival time.
Convergence results are obtained and more importantly we are able to give a
convergence rate of the algorithm. The paper is illustrated by a numerical
example.Comment: This work was supported by ARPEGE program of the French National
Agency of Research (ANR), project "FAUTOCOES", number ANR-09-SEGI-00
Numerical method for expectations of piecewise-determistic Markov processes
We present a numerical method to compute expectations of functionals of a
piecewise-deterministic Markov process. We discuss time dependent functionals
as well as deterministic time horizon problems. Our approach is based on the
quantization of an underlying discrete-time Markov chain. We obtain bounds for
the rate of convergence of the algorithm. The approximation we propose is
easily computable and is flexible with respect to some of the parameters
defining the problem. Two examples illustrate the paper.Comment: 41 page
Nonparametric estimation of the conditional distribution of the inter-jumping times for piecewise-deterministic Markov processes
This paper presents a nonparametric method for estimating the conditional
density associated to the jump rate of a piecewise-deterministic Markov
process. In our framework, the estimation needs only one observation of the
process within a long time interval. Our method relies on a generalization of
Aalen's multiplicative intensity model. We prove the uniform consistency of our
estimator, under some reasonable assumptions related to the primitive
characteristics of the process. A simulation example illustrates the behavior
of our estimator
Experimental investigation on the dynamic characteristics and transverse vibration instabilities of transmission belts
Serpentine belt drives are often used in front end accessory drive of automotive engine. Dynamic characteristics of belts play an important role in the behavior of such transmission and are inputs of simulation software. Moreover, free belt spans exhibit transverse vibration non linear instabilities. An experimental investigation is conducted on multi-ribbed belts, first for the determination of longitudinal stiffness and damping, bending rigidity, then to highlight the belt span transverse instabilities. An experimental set-up has been designed, it enables ,the observation and analysis of instabilities of belt spans axially excited, the determination of instability chart
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