I am looking for introductory/pedagogical material to Piecewise-Deterministic Markov Processes (see http://en.wikipedia.org/wiki/Piecewise-deterministic_Markov_process) (For the moment I am interested in construction techniques, basic properties, motivation for considering them, simple examples, etc.).
The only source I have is the book "Markov models and Optimization" by Davis which seems quiet good (at a level which I can more or less understand), but maybe there are some more recent lecture notes/survey articles/(chapters of) books that you recommend as a starter to get into the topic.
Any suggestions?