1 citations · 1 across the 1 of their papers we have counts for
8 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…
On the expected total reward with unbounded returns for Markov decision processes
François Dufour, Alexandre Genadot
We consider a discrete-time Markov decision process with Borel state and action spaces. The performance criterion is to maximize a total expected {utility determined by unbounded r…
Probabilistic and Piecewise Deterministic models in Biology
Bertrand Cloez, Renaud Dessalles, Alexandre Genadot +3
We present recent results on Piecewise Deterministic Markov Processes (PDMPs), involved in biological modeling. PDMPs, first introduced in the probabilistic literature by Davis (19…
Estimation of the average number of continuous crossings for non-stationary non-diffusion processes
Romain Azaïs, Alexandre Genadot
Assume that you observe trajectories of a non-diffusive non-stationary process and that you are interested in the average number of times where the process crosses some threshold (…
Inference for conditioned Galton-Watson trees from their Harris path
Romain Azaïs, Alexandre Genadot, Benoît Henry
Tree-structured data naturally appear in various fields, particularly in biology where plants and blood vessels may be described by trees, but also in computer science because XML…
Averaging for some simple constrained Markov processes
Alexandre Genadot
In this paper, a class of piecewise deterministic Markov processes with underlying fast dynamic is studied. Using a "penalty method" , an averaging result is obtained when the unde…