Recherche
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Optimal stopping for partially observed piecewise-deterministic Markov processes
(Stochastic Processes and their Applications. vol. 123, pp. 3201-3238, 2013)Article de revue -
Optimal stopping for partially observed piecewise deterministic markov processes
Communication dans un congrès -
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 -
Numerical method to compute the law of exit times for piecewise deterministic Markov processes
Communication dans un congrès -
Numerical method for the distribution of an exit time for piecewise-deterministic Markov processes
Communication dans un congrès -
Numerical method for the distribution of an exit time for piecewise-deterministic Markov processes
Communication dans un congrès -
Computational method for the expectation of functionals of piecewise-deterministic Markov processes
Communication dans un congrès -
Numerical method for the distribution of a service time
Communication dans un congrès -
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