Recherche
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Approximation de problèmes d'arrêt optimal dans un cadre partiellement observable
Communication dans un congrès -
Numerical method for the distribution of an exit time for piecewise-deterministic Markov processes
Communication dans un congrès -
Numerical method for the distribution of a service time
Communication dans un congrès -
Numerical method for expectations of piecewise-determistic Markov processes
(Communications in Applied Mathematics and Computational Science. vol. 7, n° 1, pp. pp63-104, 2012)Article de revue -
Approximation of the value function of an impulse control problem of Piecewise Deterministic Markov Processes
Communication dans un congrès -
Numerical method for optimal stopping of piecewise deterministic Markov Processes
Communication dans un congrès -
Numerical method for optimal stopping of piecewise deterministic Markov processes
Communication dans un congrès -
Numerical method for optimal stopping of piecewise deterministic Markov processes
(The Annals of Applied Probability. vol. 20, n° 5, pp. 1607-1637, 2010)Article de revue -
Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain
(IEEE Transactions on Automatic Control. vol. 54, pp. 1-25, 2009-09-20)Article de revue