Recherche
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Existence of Strict Optimal Controls for Long-term Average Stochastic Control Problems
Communication dans un congrès -
Existence of strict optimal controls for discounted stochastic control problems
(Luniver Press, 2010)Chapitre d'ouvrage -
Filtrage et contrôle optimal stochastique appliqué à l'optimisation de trajectoire
(2013-05-31)Rapport -
Dynamic Reliability by Using Simulink and Stateflow
Communication dans un congrès -
Minimum Contrast Estimators for Piecewise Deterministic Markov Processes
Document de travail - Pré-publication -
Numerical method for optimal stopping of hybrid processes
Communication dans un congrès -
Power-of-d-Choices with Memory: Fluid Limit and Optimality
(Mathematics of Operations Research. vol. 45, n° 3, pp. 862-888, 2020)Article de revue -
Numerical Approximations for Discounted Continuous Time Markov Decision Processes
(Springer, 2019-07-17)Chapitre d'ouvrage -
State and Mode Estimation For Discrete-Time Jump Markov Systems
(SIAM Journal on Control and Optimization. vol. 44, n° 3, pp. 1081-1104, 2005)Article de revue