| Publication | Date of Publication | Type |
|---|
Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
Journal of Applied Probability | 2024-11-15 | Paper |
Adaptive average control for piecewise deterministic Markov processes
Systems & Control Letters | 2024-11-12 | Paper |
Absorbing Markov decision processes
ESAIM: Control, Optimisation and Calculus of Variations | 2024-02-28 | Paper |
Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases
Applied Mathematics and Optimization | 2024-02-08 | Paper |
Adaptive discounted control for piecewise deterministic Markov processes
Journal of Mathematical Analysis and Applications | 2023-08-29 | Paper |
Optimal control of piecewise deterministic Markov processes
Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
Stochastics | 2022-07-08 | Paper |
Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games
SIAM Journal on Control and Optimization | 2022-04-27 | Paper |
On the equivalence of the integral and differential Bellman equations in impulse control problems
International Journal of Control | 2022-02-04 | Paper |
Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process
Journal of Mathematical Analysis and Applications | 2021-10-22 | Paper |
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
Mathematical Methods of Operations Research | 2021-07-14 | Paper |
Power-of-d-Choices with Memory: Fluid Limit and Optimality
Mathematics of Operations Research | 2021-01-08 | Paper |
A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
SIAM Journal on Control and Optimization | 2020-10-30 | Paper |
On the expected total reward with unbounded returns for Markov decision processes
Applied Mathematics and Optimization | 2020-09-09 | Paper |
| Numerical approximations for discounted continuous time Markov decision processes | 2019-11-20 | Paper |
Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances
Dynamic Games and Applications | 2019-05-03 | Paper |
Zero-sum discounted reward criterion games for piecewise deterministic Markov processes
Applied Mathematics and Optimization | 2018-12-10 | Paper |
Controlling IL-7 injections in HIV-infected patients
Bulletin of Mathematical Biology | 2018-10-24 | Paper |
Computable approximations for average Markov decision processes in continuous time
Journal of Applied Probability | 2018-09-26 | Paper |
Approximation of infinite horizon discounted cost Markov decision processes
Optimization, Control, and Applications of Stochastic Systems | 2017-11-22 | Paper |
Partially observed optimal stopping problem for discrete-time Markov processes
4OR | 2017-11-16 | Paper |
Almost Sure Stabilization for Feedback Controls of Regime-Switching Linear Systems With a Hidden Markov Chain
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
| Stochastic Control of Observer Trajectories in Bearings-only Tracking with Acoustic Signal Propagation Optimization | 2017-03-29 | Paper |
Optimal strategies for impulse control of piecewise deterministic Markov processes
Automatica | 2017-02-16 | Paper |
Optimal impulsive control of piecewise deterministic Markov processes
Stochastics | 2016-11-25 | Paper |
Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes
Applied Mathematics and Optimization | 2016-09-23 | Paper |
Impulsive control for continuous-time Markov decision processes: a linear programming approach
Applied Mathematics and Optimization | 2016-09-23 | Paper |
Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
Journal of Mathematical Analysis and Applications | 2016-07-04 | Paper |
Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes
SIAM Journal on Control and Optimization | 2016-06-07 | Paper |
| Optimization of a launcher integration process: a Markov decision process approach | 2016-02-04 | Paper |
| Numerical methods for simulation and optimization of piecewise deterministic Markov processes. Application to reliability | 2016-01-13 | Paper |
Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
Stochastics | 2015-07-29 | Paper |
Impulsive Control for Continuous-Time Markov Decision Processes
Advances in Applied Probability | 2015-04-17 | Paper |
Impulsive Control for Continuous-Time Markov Decision Processes
Advances in Applied Probability | 2015-04-17 | Paper |
Stochastic approximations of constrained discounted Markov decision processes
Journal of Mathematical Analysis and Applications | 2015-03-27 | Paper |
A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes
Journal of Mathematical Analysis and Applications | 2015-01-06 | Paper |
Non-parametric estimation of the conditional distribution of the interjumping times for piecewise-deterministic Markov processes
Scandinavian Journal of Statistics | 2014-12-09 | Paper |
Optimal stopping for partially observed piecewise-deterministic Markov processes
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-11-19 | Paper |
Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-11-19 | Paper |
The expected total cost criterion for Markov decision processes under constraints
Advances in Applied Probability | 2013-10-23 | Paper |
Finite linear programming approximations of constrained discounted Markov decision processes
SIAM Journal on Control and Optimization | 2013-07-17 | Paper |
| scientific article; zbMATH DE number 6174821 (Why is no real title available?) | 2013-06-12 | Paper |
Continuous average control of piecewise deterministic Markov processes
SpringerBriefs in Mathematics | 2013-04-08 | Paper |
On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
Stochastics | 2012-11-09 | Paper |
The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach
Advances in Applied Probability | 2012-11-02 | Paper |
Average control of Markov decision processes with Feller transition probabilities and general action spaces
Journal of Mathematical Analysis and Applications | 2012-09-26 | Paper |
Numerical method for impulse control of piecewise deterministic Markov processes
Automatica | 2012-08-27 | Paper |
Numerical method for expectations of piecewise deterministic Markov processes
Communications in Applied Mathematics and Computational Science | 2012-08-15 | Paper |
Numerical method for expectations of piecewise deterministic Markov processes
Communications in Applied Mathematics and Computational Science | 2012-08-15 | Paper |
Singularly perturbed discounted Markov control processes in a general state space
SIAM Journal on Control and Optimization | 2012-08-10 | Paper |
Numerical methods for the exit time of a piecewise-deterministic Markov process
Advances in Applied Probability | 2012-04-10 | Paper |
Approximation of Markov decision processes with general state space
Journal of Mathematical Analysis and Applications | 2012-02-27 | Paper |
Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes
Applied Mathematics and Optimization | 2011-05-25 | Paper |
Average continuous control of piecewise deterministic Markov processes
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
Multiobjective stopping problem for discrete-time Markov processes: convex analytic approach
Journal of Applied Probability | 2011-01-13 | Paper |
The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes
Applied Mathematics and Optimization | 2010-11-22 | Paper |
Numerical method for optimal stopping of piecewise deterministic Markov processes
The Annals of Applied Probability | 2010-10-04 | Paper |
The vanishing discount approach for the average continuous control of piecewise deterministic Markov processes
Journal of Applied Probability | 2010-02-02 | Paper |
Stability and Ergodicity of Piecewise Deterministic Markov Processes
SIAM Journal on Control and Optimization | 2009-03-27 | Paper |
| The Vanishing Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes | 2008-12-03 | Paper |
| Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain | 2008-07-09 | Paper |
Ergodic properties and ergodic decompositions of continuous-time Markov processes
Journal of Applied Probability | 2007-08-23 | Paper |
A sufficient condition for the existence of an invariant probability measure for Markov processes
Journal of Applied Probability | 2006-01-26 | Paper |
On the ergodic decomposition for a class of Markov chains
Stochastic Processes and their Applications | 2005-08-05 | Paper |
On the Poisson Equation for Piecewise-Deterministic Markov Processes
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains
Statistics & Probability Letters | 2003-08-11 | Paper |
| scientific article; zbMATH DE number 1742127 (Why is no real title available?) | 2002-09-02 | Paper |
Discrete-time estimation of a Markov chain with marked point process observations. Application to Markovian jump filtering
IEEE Transactions on Automatic Control | 2002-07-21 | Paper |
Invariant probability measures for a class of Feller Markov chains
Statistics & Probability Letters | 2001-10-16 | Paper |
Optimal stopping with continuous control of piecewise deterministic Markov processes
Stochastics and Stochastic Reports | 2001-08-23 | Paper |
Filtering with discrete state observations
Applied Mathematics and Optimization | 2001-02-27 | Paper |
Stability of Piecewise-Deterministic Markov Processes
SIAM Journal on Control and Optimization | 1999-11-23 | Paper |
Adaptive control of linear systems with Markov perturbations
IEEE Transactions on Automatic Control | 1999-08-26 | Paper |
Exact hybrid filters in discrete time
IEEE Transactions on Automatic Control | 1997-10-27 | Paper |
The filtering problem for continuous-time linear systems with Markovian switching coefficients
Systems & Control Letters | 1997-02-27 | Paper |
An image-based filter for discrete-time Markovian jump linear systems
Automatica | 1996-06-05 | Paper |
Stabilizing control law for hybrid models
IEEE Transactions on Automatic Control | 1995-11-28 | Paper |
The filtering problem for continuous-time linear systems with Markovian switching coefficients
Systems & Control Letters | 1995-01-02 | Paper |
A note on weak compactness of occupation measures for an absorbing Markov decision process
(available as arXiv preprint) | N/A | Paper |
