24 citations · 63 across the 20 of their papers we have counts for
Showing 2016 · math.PRShow all
2 papers · 2 filters
math.PR2016
Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via Optogenetics
Vincent Renault, Michèle Thieullen, Emmanuel Trélat
In this paper we define an infinite-dimensional controlled piecewise deterministic Markov process (PDMP) and we study an optimal control problem with finite time horizon and unboun…
math.PR2016★ 24 cited
Exact simulation of the jump times of a class of Piecewise Deterministic Markov Processes
Vincent Lemaire, Michèle Thieullen, Nicolas Thomas
In this paper, we are interested in the exact simulation of a class of Piecewise Deterministic Markov Processes (PDMP). We show how to perform efficient thinning algorithms dependi…