Piecewise-deterministic Markov process
In probability theory a Piecewise-Deterministic Markov Process (PDMP) is a process whose behaviour is goverened by random jumps at points in time. Between each jump the evolution of the process is goverened by an ordinary differential equation.[1]
The model was first introduced in a paper by Mark H. A. Davis in 1984.[1]
Encapsulated models
Piecewise linear models such as the M/G/1 queue, the GI/G/1 queue and dam theory are encapsulated as PDMPs with very simple governing equations.[1]
References
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