26 citations · 58 across the 13 of their papers we have counts for
11 papers · 1 filter
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…
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…
Numerical method for expectations of piecewise-determistic Markov processes
Adrien Brandejsky, Benoîte de Saporta, François Dufour
We present a numerical method to compute expectations of functionals of a piecewise-deterministic Markov process. We discuss time dependent functionals as well as deterministic tim…
Optimal stopping for the predictive maintenance of a structure subject to corrosion
Benoîte de Saporta, François Dufour, Huilong Zhang +1
We present a numerical method to compute the optimal maintenance time for a complex dynamic system applied to an example of maintenance of a metallic structure subject to corrosion…
Numerical methods for the exit time of a piecewise-deterministic Markov process
Adrien Brandejsky, Benoîte de Saporta, François Dufour
We present a numerical method to compute the survival function and the moments of the exit time for a piecewise-deterministic Markov process (PDMP). Our approach is based on the qu…