Recherche
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The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes
(Applied Mathematics and Optimization. vol. 62, n° 2, pp. 185-204, 2010)Article de revue -
[Sans titre]
(Journal of Applied Probability. vol. 47, n° 4, pp. 947-966, 2010)Article de revue -
Average control of piecewise deterministic Markov processes
(SIAM Journal on Control and Optimization. vol. 48, n° 7, pp. 4262-4291, 2010)Article de revue -
Arrêt optimal pour la maintenance prédictive
Communication dans un congrès -
Approximation of the Value Function of an Optimal Stopping Problem for Piecewise Deterministic Markov Processes
(Luniver Press, 2010)Chapitre d'ouvrage -
Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes
Communication dans un congrès -
Convex analytic approach to the optimal stopping of a Markov chain
(Luniver Press, 2010)Chapitre d'ouvrage -
Existence of Strict Optimal Controls for Long-term Average Stochastic Control Problems
Communication dans un congrès -
Existence of strict optimal controls for discounted stochastic control problems
(Luniver Press, 2010)Chapitre d'ouvrage