26 citations · 88 across the 19 of their papers we have counts for
Showing 2011 · math.PRShow all
2 papers · 2 filters
math.PR2011
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…
math.PR2011★ 1 cited
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…