Recherche
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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 -
Numerical method for the distribution of an exit time for piecewise-deterministic Markov processes
Communication dans un congrès -
Computational method for the expectation of functionals of piecewise-deterministic Markov processes
Communication dans un congrès -
Optimality Conditions for Discrete-Time Markov Decision Processes
Communication dans un congrès -
Markov Decision Processes under the Expected Total Reward Criterion
Communication dans un congrès -
Optimal Control of Piecewise Deterministic Markov Processes
(Springer International Publishing, 2022-04-22)Chapitre d'ouvrage -
Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games
(SIAM Journal on Control and Optimization, 2022)Article de revue -
On the equivalence of the integral and differential Bellman equations in impulse control problems
(International Journal of Control, Automation and Systems, 2022)Article de revue