-
Numerical methods for piecewise-deterministic Markov processes
Piecewise-deterministic Markov processes (PDMP's) have been introduced by M.H.A. Davis as a general class of non-diffusive stochastic models. PDMP's are hybrid Markov... -
Impulsive control of Markov processes
This work concerns optimal stopping and impulsive control problems for Markov processes, mainly Feller processes, and the corresponding variational and... -
Analyse et optimisation de la fiabilit'e d'un 'equipement opto-'electronique ...
The aim of the thesis is to evelop mathematical models and analysis that will determine of the potential life of a product based on the evolution of environmanetal... -
Study of two stochastic optimization problems : American put option in a disc...
Redaction : Novembre 2012 -
Analysis and optimization of the reliability of an opto-electronic equipment ...
As part of optimizing the reliability, Thales Optronics now includes systems that examine the state of its equipment. This function is performed by HUMS (Health &...
