Recherche
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Singular Perturbation for the discounted continuous control of piecewise deterministic Markov processes
(Applied Mathematics and Optimization. vol. 63, n° 3, pp. 357-384, 2011)Article de revue -
Singular Control for Discounted Markov Decision Processes in a General State Space.
Communication dans un congrès -
Approches de la fiabilité dynamique pour modéliser des systèmes critiques
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 -
Approximation of the value function of an impulse control problem of Piecewise Deterministic Markov Processes
Communication dans un congrès