Recherche
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Optimal impulsive control of piecewise deterministic Markov processes
(Stochastics: An International Journal of Probability and Stochastic Processes. vol. 88, n° 7, pp. 1073-1098, 2016)Article de revue -
Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
(Journal of Mathematical Analysis and Applications. vol. 443, n° 2, pp. 1323 - 1361, 2016)Article de revue -
Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes
(SIAM Journal on Control and Optimization. vol. 54, n° 3, pp. 1444 - 1474, 2016)Article de revue -
Optimal strategies for impulse control of piecewise deterministic Markov processes
(Automatica. vol. 77, pp. 219-229, 2017)Article de revue -
Partially observed optimal stopping problem for discrete-time Markov processes
(4OR: A Quarterly Journal of Operations Research. vol. 15, pp. 277-302, 2017)Article de revue -
Non-Parametric estimation of the conditional distribution of the interjumping times for piecewise-deterministic Markov processes
(Scandinavian Journal of Statistics. vol. 41, n° 4, pp. 950–969, 2014-12)Article de revue -
Stochastic approximations of constrained discounted Markov decision processes
(Journal of Mathematical Analysis and Applications. vol. 413, n° 2, pp. 856–879, 2014-05)Article de revue -
Adaptive Discounted Control for Piecewise Deterministic Markov Processes
(Journal of Mathematical Analysis and Applications. vol. 528, n° 2, pp. 23, 2023-12)Article de revue -
Approximation of Markov Decision Processes with General State Space
(Journal of Mathematical Analysis and Applications. vol. 388, n° 2, pp. 1254-1267, 2012)Article de revue -
On the existence of strict optimal controls for constrained, controlled Markov processes in continuous-time
(Stochastics: An International Journal of Probability and Stochastic Processes. vol. 84, n° 1, pp. 57-78, 2012)Article de revue