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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 expectations of piecewise-determistic Markov processes
(Communications in Applied Mathematics and Computational Science. vol. 7, n° 1, pp. pp63-104, 2012)Article de revue -
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 -
Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games
(SIAM Journal on Control and Optimization, 2022)Article de revue -
Piecewise deterministic Markov processes and dynamic reliability
(Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability. vol. 222, n° 04, pp. 545-551, 2008-12-01)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 -
Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process
(Journal of Mathematical Analysis and Applications, 2022)Article de revue -
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
(Mathematical Methods of Operations Research. vol. 93, n° 2, pp. 327-357, 2021-04)Article de revue -
A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion
(SIAM Journal on Control and Optimization. vol. 58, n° 4, pp. 2535-2566, 2020-01)Article de revue