Piecewise Deterministic Markov Processes represented by Dynamically Coloured Petri Nets, Stochastics

Piecewise Deterministic Markov Processes represented by Dynamically Coloured Petri Nets, Stochastics

Publication info
Author
National Aerospace Laboratory NLR
Category
Safety Management

Piecewise Deterministic Markov Processes (PDPs) are known as the largest class of Markov processes virtually describing all continuous-time processes not involving diffusions. In general the state space of a PDP is of hybrid type, i.e. a tensor product of a discrete set and a continuous-valued space. Since Stochastic Petri Nets have proven to be extremely useful in developing continuous-time Markov Chain models for complex practical discrete-valued processes, there is a clear need for a type of Petri Nets that can play a similar role for developing PDP models for complex practical problems. To fulfil this need, the paper defines a new type of Petri Net, named Dynamically Coloured Petri Net (DCPN), and proves that there exist into-mappings between PDPs and DCPNs.

SKYbrary Partners:

Safety knowledge contributed by: