Recherche
-
The Vanishing discount approach for the average continuous control of piecewise deterministic Markov processes
(Journal of Applied Probability. vol. 46, pp. 1157-1183, 2009)Article de revue -
The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes
Communication dans un congrès -
Aspects aléatoires de la propagation de fissures
(2009)Rapport -
Numerical method for optimal stopping of hybrid processes
Communication dans un congrès -
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 -
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