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[Sans titre]
(SIAM Journal on Control and Optimization. vol. 45, n° 2, pp. 668-698, 2006)Article de revue -
On the Ergodic Decomposition for a Class of Markov Chains
(Stochastic Processes and their Applications. vol. 115, n° 3, pp. 401-415, 2005)Article de revue -
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 -
Numerical method for optimal stopping of piecewise deterministic Markov Processes
Communication dans un congrès -
Numerical method for optimal stopping of piecewise deterministic Markov processes
Communication dans un congrès -
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 -
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