26 citations · 58 across the 13 of their papers we have counts for
16 papers
A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
F. Dufour, Alexandre Genadot
In this work, we study discrete-time Markov decision processes (MDPs) under constraints with Borel state and action spaces and where all the performance functions have the same for…
Power-of--Choices with Memory: Fluid Limit and Optimality
Jonatha Anselmi, Francois Dufour
In multi-server distributed queueing systems, the access of stochastically arriving jobs to resources is often regulated by a dispatcher, also known as load balancer. A fundamental…
Stochastic Control of Observer Trajectories in Bearings-only Tracking with Acoustic Signal Propagation Optimization
Huilong Zhang, Benoîte de Saporta, François Dufour +2
We present in this paper a numerical method which computes the optimal trajectory of a underwater vehicle subject to some mission objectives. The method is applied to a submarine w…
Optimal strategies for impulse control of piecewise deterministic Markov processes
Benoîte de Saporta, François Dufour, Alizée Geeraert
This paper deals with the general discounted impulse control problem of a piecewise deterministic Markov process. We investigate a new family of epsilon-optimal strategies. The con…
Partially observed optimal stopping problem for discrete-time Markov processes
Benoîte de Saporta, François Dufour, Christophe Nivot
This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under par…
Optimization of a launcher integration process: a Markov decision process approach
Christophe Nivot, Benoîte de Saporta, François Dufour +2
This paper is dedicated to the numerical study of the optimization of an industrial launcher integration process. It is an original case of inventory-production system where a cale…