Recherche
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A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
Document de travail - Pré-publication -
Necessary conditions for optimal singular stochastic control problems
(Stochastics: An International Journal of Probability and Stochastic Processes. vol. 79, n° 5, pp. 469-504, 2007)Article de revue -
Stability and Ergodicity of Piecewise Deterministic Markov Processes
(SIAM Journal on Control and Optimization. vol. 47, n° 2, pp. 1053-1077, 2008)Article de revue -
Stochastic control of observer trajectories in passive tracking with acoustic signal propagation optimisation
(IET Radar Sonar and Navigation. vol. 12, n° 1, pp. 112-120, 2018-01-01)Article de revue -
Approximation of Discounted Minimax Markov Control Problems and Zero-Sum Markov Games Using Hausdorff and Wasserstein Distances
(Dynamic Games and Applications. vol. 9, n° 1, pp. 68-102, 2019)Article de revue -
On the Expected Total Reward with Unbounded Returns for Markov Decision Processes
(Applied Mathematics and Optimization. vol. 82, n° 2, pp. 433-450, 2020)Article de revue -
Controlling IL-7 injections in HIV-infected patients
(Bulletin of Mathematical Biology, 2018-08-02)Article de revue -
Numerical Method for Control of Piecewise-Deterministic Markov Processes
(Wiley, 2018)Chapitre d'ouvrage -
Computable approximations for average Markov decision processes in continuous time
(Journal of Applied Probability. vol. 55, n° 02, pp. 571-592, 2018-06)Article de revue -
The Expected Total Reward Criterion for Markov Decision Processes
Communication dans un congrès