26 citations · 58 across the 13 of their papers we have counts for
3 papers · 1 filter
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…