Buscar
-
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
(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 for impulse control of Piecewise Deterministic Markov Processes
(Automatica. vol. 48, pp. pp779-793, 2012)Article de revue -
Optimal stopping for predictive maintenance of a structure subject to corrosion
(Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability. vol. 226, n° 2, pp. pp169-181, 2012)Article de revue -
Stochastic control of observer trajectories in passive tracking with acoustic signal propagation optimisation
(IET Radar Sonar and Navigation. vol. 12, n° 1, pp. 112-120, 2018-01-01)Article de revue -
Optimal strategies for impulse control of piecewise deterministic Markov processes
(Automatica. vol. 77, pp. 219-229, 2017)Article de revue -
Partially observed optimal stopping problem for discrete-time Markov processes
(4OR: A Quarterly Journal of Operations Research. vol. 15, pp. 277-302, 2017)Article de revue -
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 -
Numerical method for optimal stopping of piecewise deterministic Markov processes
(The Annals of Applied Probability. vol. 20, n° 5, pp. 1607-1637, 2010)Article de revue