Recherche
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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 -
Average control of piecewise deterministic Markov processes
(SIAM Journal on Control and Optimization. vol. 48, n° 7, pp. 4262-4291, 2010)Article de revue -
Optimal stopping for predictive maintenance of a structure subject to corrosion
(Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability. vol. 226, n° 2, pp. pp169-181, 2012)Article de revue -
The Vanishing discount approach for the average continuous control of piecewise deterministic Markov processes
(Journal of Applied Probability. vol. 46, pp. 1157-1183, 2009)Article de revue -
The expected total cost criterion for Markov decision processes under constraints
(Advances in Applied Probability. vol. 45, n° 3, pp. 837-859, 2013)Article de revue -
Finite Linear Programming Approximations of constrained discounted Markov decision processes
(SIAM Journal on Control and Optimization. vol. 51, n° 2, pp. 1298-1324, 2013)Article de revue -
Nonparametric estimation of the jump rate for piecewise-deterministic Markov processes
(Scandinavian Journal of Statistics. pp. 26, 2014)Article de revue -
Minimum Contrast Estimators for Piecewise Deterministic Markov Processes
Document de travail - Pré-publication