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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 -
Sufficient condition for the existence of an invariant probability measure for Markov processes
(Journal of Applied Probability. vol. 42, n° 3, pp. 873-878, 2005)Article de revue -
Ergodic properties and ergodic decompositions of continuous-time Markov processes
(Journal of Applied Probability. vol. 43, n° 3, pp. 767-781, 2006)Article de revue -
Sin título
(SIAM Journal on Control and Optimization. vol. 45, n° 2, pp. 668-698, 2006)Article de revue -
On the Ergodic Decomposition for a Class of Markov Chains
(Stochastic Processes and their Applications. vol. 115, n° 3, pp. 401-415, 2005)Article de revue -
Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
(Stochastics: An International Journal of Probability and Stochastic Processes. vol. 91, n° 6, pp. 817-835, 2019)Article de revue