Recherche
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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
(The Annals of Applied Probability. vol. 20, n° 5, pp. 1607-1637, 2010)Article de revue