Recherche
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Impulsive control for continuous-time Markov decision processes
(Advances in Applied Probability. vol. 47, n° 1, 2015-03)Article de revue -
Optimal impulsive control of piecewise deterministic Markov processes
(Stochastics: An International Journal of Probability and Stochastic Processes. vol. 88, n° 7, pp. 1073-1098, 2016)Article de revue -
Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
(Journal of Mathematical Analysis and Applications. vol. 443, n° 2, pp. 1323 - 1361, 2016)Article de revue -
Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes
(SIAM Journal on Control and Optimization. vol. 54, n° 3, pp. 1444 - 1474, 2016)Article de revue -
Non-Parametric estimation of the conditional distribution of the interjumping times for piecewise-deterministic Markov processes
(Scandinavian Journal of Statistics. vol. 41, n° 4, pp. 950–969, 2014-12)Article de revue -
Stochastic approximations of constrained discounted Markov decision processes
(Journal of Mathematical Analysis and Applications. vol. 413, n° 2, pp. 856–879, 2014-05)Article de revue