62 citations · 63 across the 5 of their papers we have counts for
8 papers
Estimating relapse time distribution from longitudinal biomarker trajectories using iterative regression and continuous time Markov processes
Alice Cleynen, Benoîte de Saporta, Amélie Vernay
Biomarker measurements obtained by blood sampling are often used as a non-invasive means of monitoring tumour progression in cancer patients. Diseases evolve dynamically over time,…
Bridging Impulse Control of Piecewise Deterministic Markov Processes and Markov Decision Processes: Frameworks, Extensions, and Open Challenges
Alice Cleynen, Benoîte de Saporta, Orlane Rossini +2
Control theory plays a pivotal role in understanding and optimizing the behavior of complex dynamical systems across various scientific and engineering disciplines. Two key framewo…
Optimal stopping for measure-valued piecewise deterministic Markov processes
Bertrand Cloez, Benoîte de Saporta, Maud Joubaud
This paper investigates the random horizon optimal stopping problem for measure-valued piecewise deterministic Markov processes (PDMPs). This is motivated by population dynamics ap…
Change-point detection for Piecewise Deterministic Markov Processes
Alice Cleynen, Benoîte de Saporta
We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through…
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…