2 papers
math.OC2016
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…
math.OC2016
Optimization of a launcher integration process: a Markov decision process approach
Christophe Nivot, Benoîte de Saporta, François Dufour +2
This paper is dedicated to the numerical study of the optimization of an industrial launcher integration process. It is an original case of inventory-production system where a cale…