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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

Approximation of Discounted Minimax Markov Control Problems and Zero-Sum Markov Games Using Hausdorff and Wasserstein Distances

François Dufour , Tomás Prieto-Rumeau
Dynamic Games and Applications, 2019, 9 (1), pp.68-102. ⟨10.1007/s13235-018-0253-y⟩
Article dans une revue hal-01953983v1

Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process

François Dufour , Tomás Prieto-Rumeau
Journal of Mathematical Analysis and Applications, 2022, ⟨10.1016/j.jmaa.2021.125639⟩
Article dans une revue hal-03507261v1

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

The expected total cost criterion for Markov decision processes under constraints

François Dufour , Alexei Piunovskiy
Advances in Applied Probability, 2013, 45 (3), pp.837-859. ⟨10.1017/S0001867800006601⟩
Article dans une revue hal-00925859v1

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

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

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

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

Finite Linear Programming Approximations of constrained discounted Markov decision processes

François Dufour , Tomas Prieto-Rumeau
SIAM Journal on Control and Optimization, 2013, 51 (2), pp.1298-1324. ⟨10.1137/120867925⟩
Article dans une revue hal-00925862v1

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

Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games

François Dufour , Tomás Prieto-Rumeau
SIAM Journal on Control and Optimization, 2022, ⟨10.1137/21M144565X⟩
Article dans une revue hal-03510818v1

Numerical method for impulse control of Piecewise Deterministic Markov Processes

Benoîte de Saporta , François Dufour
Automatica, 2012, 48, pp779-793. ⟨10.1016/j.automatica.2012.02.031⟩
Article dans une revue hal-00541413v1
Image document

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

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

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
Image document

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

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

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

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

On the existence of strict optimal controls for constrained, controlled Markov processes in continuous-time

François Dufour , Richard Stockbridge
Stochastics: An International Journal of Probability and Stochastic Processes, 2012, 84 (1), pp.57-78. ⟨10.1080/17442508.2011.580347⟩
Article dans une revue hal-00648221v1

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

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

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

Adaptive Discounted Control for Piecewise Deterministic Markov Processes

O.L.V. Costa , François Dufour
Journal of Mathematical Analysis and Applications, 2023, 528 (2), pp.23. ⟨10.1016/j.jmaa.2023.127517⟩
Article dans une revue hal-03853095v1

Optimal strategies for impulse control of piecewise deterministic Markov processes

Benoîte de Saporta , François Dufour , Alizée Geeraert
Automatica, 2017, 77, pp.219-229. ⟨10.1016/j.automatica.2016.11.039⟩
Article dans une revue hal-01294286v1

Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes

Benoîte de Saporta , François Dufour , Huilong Zhang
Wiley-ISTE, XIV-279 p., 2015, Mathematics and statistics series, 978-1-84821-839-0. ⟨10.1002/9781119145066⟩
Ouvrages hal-01249897v1

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

Average control of Markov decision processes with Feller transition probabilities and general action spaces

Oswaldo Costa , François Dufour
Australian Journal of Mathematical Analysis and Applications, 2012, 396 (1), pp.58-69. ⟨10.1016/j.jmaa.2012.05.073⟩
Article dans une revue hal-00938889v1

Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities

François Dufour , Tomás Prieto-Rumeau
Stochastics: An International Journal of Probability and Stochastic Processes, 2015, 87 (2), pp.273 - 307. ⟨10.1080/17442508.2014.939979⟩
Article dans une revue hal-01246225v1