Recherche
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Continuous Control of Piecewise Deterministic Markov Processes with Long Run Average Cost
(World Scientific, 2012)Chapitre d'ouvrage -
The expected total cost criterion for Markov decision processes under constraints : a convex analytic approach
Communication dans un congrès -
Linear Programming Approximations of Constrained Markov Decision Processes
Communication dans un congrès -
The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach
(Advances in Applied Probability. vol. 44, n° 3, pp. 774-793, 2012)Article de revue -
Singularly Perturbed Discounted Markov Control Processes in a General State Space
(SIAM Journal on Control and Optimization. vol. 50, n° 2, pp. 720-747, 2012)Article de revue -
Approximation of Infinite Horizon Discounted Cost Markov Decision Processes
(Birkhäuser, 2012)Chapitre d'ouvrage -
Stochastic control for underwater optimal trajectories
Communication dans un congrès -
The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes
(Applied Mathematics and Optimization. vol. 62, n° 2, pp. 185-204, 2010)Article de revue -
Singular Perturbation for the discounted continuous control of piecewise deterministic Markov processes
(Applied Mathematics and Optimization. vol. 63, n° 3, pp. 357-384, 2011)Article de revue -
[Sans titre]
(Journal of Applied Probability. vol. 47, n° 4, pp. 947-966, 2010)Article de revue