2 citations · 4 across the 2 of their papers we have counts for
2 papers
math.PR2016★ 2 cited
On the link between infinite horizon control and quasi-stationary distributions
Julien Claisse, Nicolas Champagnat
We study infinite horizon control of continuous-time non-linear branching processes with almost sure extinction for general (positive or negative) discount. Our main goal is to stu…
math.PR2015★ 2 cited
A pseudo-Markov property for controlled diffusion processes
Julien Claisse, Denis Talay, Xiaolu Tan
In this note, we propose two different approaches to rigorously justify a pseudo-Markov property for controlled diffusion processes which is often (explicitly or implicitly) used t…