Recherche
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Predictive maintenance for the heated hold-up tank
Communication dans un congrès -
Optimal stopping for partially observed piecewise deterministic markov processes
Communication dans un congrès -
MONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITY
Communication dans un congrès -
Optimal stopping for partially observed piecewise-deterministic Markov processes
(Stochastic Processes and their Applications. vol. 123, pp. 3201-3238, 2013)Article de revue -
Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models
(2012-09-25)Document de travail - Pré-publication -
The limiting distributions of large heavy Wigner and arbitrary random matrices
(Journal of Functional Analysis. vol. 271, n° 1, pp. 46, 2016-10-14)Article de revue -
Traffic distributions and independence I: permutation invariant random matrices and the three notions of independence
(Memoirs of the American Mathematical Society, 2020)Article de revue -
Numerical methods for the exit time of a piecewise-deterministic Markov process
(Advances in Applied Probability. vol. 44, n° 1, pp. pp196-225, 2012)Article de revue -
Numerical method for impulse control of Piecewise Deterministic Markov Processes
(Automatica. vol. 48, pp. pp779-793, 2012)Article de revue