Recherche
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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 -
[Sans titre]
(SIAM Journal on Control and Optimization. vol. 45, n° 2, pp. 668-698, 2006)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 -
Dynamic optimization of maintenance policies for multistate system
Communication dans un congrès -
Maintenance optimization with piecewise deterministic Markov processes
Communication dans un congrès -
A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
Document de travail - Pré-publication -
Necessary conditions for optimal singular stochastic control problems
(Stochastics: An International Journal of Probability and Stochastic Processes. vol. 79, n° 5, pp. 469-504, 2007)Article de revue -
Stochastic control of observer trajectories in passive tracking with acoustic signal propagation optimisation
(IET Radar Sonar and Navigation. vol. 12, n° 1, pp. 112-120, 2018-01-01)Article de revue