Recherche
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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 -
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 -
The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach
(Advances in Applied Probability. vol. 44, n° 3, pp. 774-793, 2012)Article de revue -
Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. vol. 49, n° 4, pp. 1204-1231, 2013)Article de revue -
Singularly Perturbed Discounted Markov Control Processes in a General State Space
(SIAM Journal on Control and Optimization. vol. 50, n° 2, pp. 720-747, 2012)Article de revue -
Optimal stopping for partially observed piecewise-deterministic Markov processes
(Stochastic Processes and their Applications. vol. 123, pp. 3201-3238, 2013)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 -
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