Recherche
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Optimal stopping for partially observed piecewise-deterministic Markov processes
(Stochastic Processes and their Applications. vol. 123, pp. 3201-3238, 2013)Article de revue -
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 -
Numerical method for optimal stopping of piecewise deterministic Markov processes
(Annals of Applied Probability. vol. 20, n° 5, pp. 1607-1637, 2010)Article de revue -
Numerical method for the distribution of a service time
(ESREL 2011, FR, 2011)Communication dans un congrès avec actes -
Numerical method for impulse control of Piecewise Deterministic Markov Processes
(Automatica. vol. 48, pp. pp779-793, 2012)Article de revue -
Filtrage et contrôle optimal stochastique appliqué à l'optimisation de trajectoire
(2013-05-31)Rapport -
Optimal Trajectories for Underwater Vehicles by Quantization and Stochastic control
(Fusion 2014, ES, Salamanca, 2014-07-10)Communication dans un congrès avec actes -
Numerical method to compute the law of exit times for piecewise deterministic Markov processes
(Hitting times and exit problems for stochastic models, FR, Dijon, 2013)Communication dans un congrès avec actes -
Numerical method for expectations of piecewise-determistic Markov processes
(Communications in Applied Mathematics and Computational Science. vol. 7, n° 1, pp. pp63-104, 2012)Article de revue