Recherche
-
Optimal stopping for partially observed piecewise-deterministic Markov processes
(Stochastic Processes and their Applications. vol. 123, pp. 3201-3238, 2013)Article de revue -
Numerical methods for the exit time of a piecewise-deterministic Markov process
(Advances in Applied Probability. vol. 44, n° 1, pp. pp196-225, 2012)Article de revue -
Numerical method for impulse control of Piecewise Deterministic Markov Processes
(Automatica. vol. 48, pp. pp779-793, 2012)Article de revue -
Arrêt optimal pour la maintenance prédictive
Communication dans un congrès -
Approximation of the Value Function of an Optimal Stopping Problem for Piecewise Deterministic Markov Processes
(Luniver Press, 2010)Chapitre d'ouvrage -
Optimal stopping for predictive maintenance of a structure subject to corrosion
(Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability. vol. 226, n° 2, pp. pp169-181, 2012)Article de revue -
Parameters estimation for asymmetric bifurcating autoregressive processes with missing data
(Electronic Journal of Statistics. vol. 5, pp. 1313-1353, 2011)Article de revue -
Numerical method to compute the law of exit times for piecewise deterministic Markov processes
Communication dans un congrès