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François Dufour · Study

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François Dufour

10 works· latest 2020· 4 institutionscluster: provisionalORCID 0000-0001-6653-2024

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Citations263

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Most cited in this library

Singular Stochastic Control Problems2004 · 43 citations
Maximum Principle for Singular Stochastic Control Problems2006 · 38 citations
Numerical method for optimal stopping of piecewise deterministic Markov Processes2009 · 28 citations
Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes2016 · 26 citations
Numerical method for optimal stopping of piecewise deterministic Markov processes2010 · 25 citations

Works

10 shown

Power-of-d-Choices with Memory: Fluid Limit and Optimality

Mathematics of Operations Research·2020·2 authors·Open access

19citations

Optimal impulsive control of piecewise deterministic Markov processes

Stochastics·2016·2 authors

20citations

Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes

SIAM Journal on Control and Optimization·2016·3 authors

26citations

Impulsive Control for Continuous-Time Markov Decision Processes

Advances in Applied Probability·2015·2 authors·Open access

21citations

On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time

Stochastics·2011·2 authors

21citations

Numerical method for optimal stopping of piecewise deterministic Markov processes

The Annals of Applied Probability·2010·2 authors·Open access

25citations

Numerical method for optimal stopping of piecewise deterministic Markov Processes

·2009·3 authors·preprint

28citations

Maximum Principle for Singular Stochastic Control Problems

SIAM Journal on Control and Optimization·2006·2 authors

38citations

Singular Stochastic Control Problems

SIAM Journal on Control and Optimization·2004·2 authors

43citations

Generalized Solutions in Nonlinear Stochastic Control Problems

SIAM Journal on Control and Optimization·2002·2 authors

22citations