Minimum Contrast Estimators for Piecewise Deterministic Markov Processes
Alexandre Genadot
,
François Dufour
,
Oswaldo Luiz Do Valle Costa
2023
Pré-publication, Document de travail
hal-04337828v1
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Approximation of Discounted Minimax Markov Control Problems and Zero-Sum Markov Games Using Hausdorff and Wasserstein Distances
François Dufour
,
Tomás Prieto-Rumeau
Article dans une revue
hal-01953983v1
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Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process
François Dufour
,
Tomás Prieto-Rumeau
Article dans une revue
hal-03507261v1
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Piecewise Deterministic Markov Processes and Dynamic Reliability
Huilong Zhang
,
Karine Gonzalez
,
François Dufour
,
Yves Dutuit
International Mathematical Methods in Reliability , 2007, France. pp.931-944
Communication dans un congrès
hal-00757128v1
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The expected total cost criterion for Markov decision processes under constraints
François Dufour
,
Alexei Piunovskiy
Article dans une revue
hal-00925859v1
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The expected total cost criterion for Markov decision processes under constraints : a convex analytic approach
François Dufour
,
Masayuki Horiguchi
,
Alexei Piunovskiy
EURO 2012 , 2012, Vilnius, Lithuania
Communication dans un congrès
hal-00759727v1
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The APPRODYN project: dynamic reliability approaches to modeling critical systems
Jean-François Aubry
,
Génia Babykina
,
Nicolae Brinzei
,
Slimane Medjaher
,
Anne Barros
,
et al.
Nada Matta, Yves Vandenboomgaerde and Jean Arlat. Supervision and Safety of Complex Systems , Wiley-ISTE, pp.181-222, 2012, 978-1-84821-413-2
Chapitre d'ouvrage
hal-00762917v1
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Approximation of the value function of an impulse control problem of Piecewise Deterministic Markov Processes
Benoîte de Saporta
,
François Dufour
,
Huilong Zhang
18th IFAC world congress , 2011, Milano, Italy. pp.TuA09.2
Communication dans un congrès
hal-00617822v1
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Optimal stopping for predictive maintenance of a structure subject to corrosion
Benoîte de Saporta
,
François Dufour
,
Huilong Zhang
,
Charles Elegbede
Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability , 2012, 226 (2), pp169-181
Article dans une revue
hal-00554759v1
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Finite Linear Programming Approximations of constrained discounted Markov decision processes
François Dufour
,
Tomas Prieto-Rumeau
Article dans une revue
hal-00925862v1
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Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes
Romain Azaïs
,
François Dufour
,
Anne Gégout-Petit
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques , 2013, 49 (4), pp.1204-1231.
⟨10.1214/12-AIHP503⟩
Article dans une revue
hal-00759062v1
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Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games
François Dufour
,
Tomás Prieto-Rumeau
Article dans une revue
hal-03510818v1
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Numerical method for impulse control of Piecewise Deterministic Markov Processes
Benoîte de Saporta
,
François Dufour
Article dans une revue
hal-00541413v1
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Numerical Approximation of Optimal Strategies for Impulse Control of Piecewise Deterministic Markov Processes. Application to Maintenance Optimisation
Benoîte de Saporta
,
François Dufour
,
Huilong Zhang
SIAM Conference on Control and Its Applications CT19 , Jun 2019, Chengdu, China
Communication dans un congrès
hal-02161718v1
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Projet APPRODYN : approches de la fiabilité dynamique pour modéliser des systèmes critiques
Jean-François Aubry
,
Génia Babykina
,
Nicolae Brinzei
,
Slimane Medjaher
,
Anne Barros
,
et al.
Nada Matta, Yves Vandenboomgaerde et Jean Arlat. Supervision, surveillance et sûreté de fonctionnement des grands systèmes , Hermès Science Publications, pp.181-222, 2012, Traité Information, Commande, Communication, IC2
Chapitre d'ouvrage
hal-00675333v1
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Piecewise Optimal Trajectories of Observer for Bearings-Only Tracking of Maneuvering Target
Huilong Zhang
,
François Dufour
,
Jonatha Anselmi
,
Dann Laneuville
,
Adrien Nègre
Proceedings of IEEE Aerospace Conference , Mar 2018, Bigsky, United States
Communication dans un congrès
hal-01649429v1
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Numerical Method for Control of Piecewise-Deterministic Markov Processes
Benoîte de Saporta
,
François Dufour
Romain Azaïs; Florian Bouguet. Statistical Inference for Piecewise-deterministic Markov Processes , Wiley, chapter 5, 2018, 9781119544036
Chapitre d'ouvrage
hal-01865551v1
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Linear Programming Approximations of Constrained Markov Decision Processes
François Dufour
,
Tomas Prieto-Rumeau
XIème Colloque Franco-Roumain de Mathématiques Appliquées, , 2012, Romania
Communication dans un congrès
hal-00759729v1
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Convex analytic approach to the optimal stopping of a Markov chain
François Dufour
,
Alexei Piunovskiy
Alexey B. Piunovskiy. Modern Trends in Controlled Stochastic Processes , Luniver Press, pp.23-43, 2010
Chapitre d'ouvrage
hal-00938160v1
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Approximation of the Value Function of an Optimal Stopping Problem for Piecewise Deterministic Markov Processes
Benoîte de Saporta
,
François Dufour
Alexey B. Piunovskiy. MODERN TRENDS IN CONTROLLED STOCHASTIC PROCESSES: Theory and Applications , Luniver Press, pp.44-64, 2010
Chapitre d'ouvrage
hal-00537352v1
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On the existence of strict optimal controls for constrained, controlled Markov processes in continuous-time
François Dufour
,
Richard Stockbridge
Article dans une revue
hal-00648221v1
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State and Mode Estimation For Discrete-Time Jump Markov Systems
Robert J. Elliott
,
François Dufour
,
William Malcom
SIAM Journal on Control and Optimization , 2005, 44 (3), pp.1081-1104
Article dans une revue
hal-00268156v1
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Predictive maintenance for the heated hold-up tank
Benoîte de Saporta
,
François Dufour
,
Huilong Zhang
PSAM11-ESREL12 , 2012, Helsinki, Finland
Communication dans un congrès
hal-00755078v1
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State and mode estimation for discrete-time jump Markov systems
François Dufour
,
Robert J. Elliott
,
W.P. Malcolm
SIAM Journal on Control and Optimization , 2005, 44 (3), pp.1081-1104
Article dans une revue
hal-00404955v1
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Adaptive Discounted Control for Piecewise Deterministic Markov Processes
O.L.V. Costa
,
François Dufour
Article dans une revue
hal-03853095v1
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Optimal strategies for impulse control of piecewise deterministic Markov processes
Benoîte de Saporta
,
François Dufour
,
Alizée Geeraert
Article dans une revue
hal-01294286v1
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Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes
Benoîte de Saporta
,
François Dufour
,
Huilong Zhang
Ouvrages
hal-01249897v1
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Maximum principle for singular stochastic control problems
François Dufour
,
Boris Miller
SIAM Journal on Control and Optimization , 2006, 45 (2), pp.668-698
Article dans une revue
hal-00268158v1
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Average control of Markov decision processes with Feller transition probabilities and general action spaces
Oswaldo Costa
,
François Dufour
Article dans une revue
hal-00938889v1
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Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
François Dufour
,
Tomás Prieto-Rumeau
Article dans une revue
hal-01246225v1
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