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Nombre de documents: 292

2024

Lefebvre, M. (2024). First-hitting Place Optimization Problems for Two-dimensional Degenerate Diffusion Processes. WSEAS Transactions on systems and control, 19, 353-359. Lien externe

Lefebvre, M. (2024). A Stochastic Model for the Impact of Climate Change on Temperature and Precipitation. WSEAS Transactions on Environment and Development, 20, 726-734. Lien externe

Lefebvre, M., & Yaghoubi, R. (2024). Optimal Inspection and Maintenance Policy: Integrating a Continuous-Time Markov Chain into a Homing Problem. Machines, 12(11), 795-795. Lien externe

Lefebvre, M., & Yaghoubi, R. (2024). Optimal control of a queueing system. Optimization, 1-14. Lien externe

Lefebvre, M., & Yaghoubi, R. (2024). Optimal service time distribution for an M/G/1 waiting queue. Axioms, 13(9), 594 (14 pages). Disponible

Lefebvre, M. (2024). Modeling and optimal control of infectious diseases. Mathematics, 12(13), 2139 (12 pages). Disponible

Lefebvre, M. (2024). A First-Passage-Time Problem for a Discrete-Time Markov Process. International Journal of Applied Mathematics Computational Science and Systems Engineering, 6, 76-81. Lien externe

Lefebvre, M. (2024). A controlled discrete-time queueing system as a model for the orders of two competing companies. Games, 15(3), 19 (8 pages). Disponible

Lefebvre, M. (2024). Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral. Statistics & Probability Letters, 205, 109956 (5 pages). Lien externe

Lefebvre, M. (2024). Exact solutions to first-passage problems for jump-diffusion processes. Bulletin of the Polish Academy of Sciences, 15 pages. Lien externe

Lefebvre, M. (2024). On the ability of engineering students to get correct answers in mathematics examinations. Acta et Commentationes Sciences of Education, 34(4), 6 pages. Lien externe

Lefebvre, M. (2024). On the remaining lifespan of devices. Stochastic Models in Probability and Statistics, 1(1), 105-118. Lien externe

2023

Lefebvre, M. (2023). A discrete-time homing problem with two optimizers. Games, 14(6), 68 (10 pages). Disponible

Lefebvre, M. (2023). Controlled two-dimensional Markov chains between two absorbing barriers. The Journal of Difference Equations and Applications, 30(3), 278-286. Lien externe

Lefebvre, M. (2023). Reducing the Size of a Waiting Line Optimally. WSEAS Transactions on systems and control, 18, 342-345. Lien externe

Lefebvre, M. (2023). Optimal control of jump-diffusion processes with random parameters. Buletinul Academiei de Ştiinţe a Republicii Moldova Matematica (3(100)), 22-29. Lien externe

Lefebvre, M. (2023). A boundary value problem for a non-linear diffrence equation. Archives of Control Sciences, 33(4), 829-837. Lien externe

Lefebvre, M. (2023). An Explicit Solution to a Discrete-time Stochastic Optimal Control Problem. WSEAS Transactions on Systems, 368-371. Lien externe

Lefebvre, M. (2023). First-Passage Times and Optimal Control of Integrated Jump-Diffusion Processes. Fractal and Fractional, 7(2), 152 (14 pages). Lien externe

Lefebvre, M. (2023). A first-passage-place problem for integrated diffusion processes. Journal of Applied Probability, 13 pages. Lien externe

Lefebvre, M. (octobre 2023). An optimal control problem for a modified M/G/k queueing system [Communication écrite]. Workshop on Intelligent Information Systems (WIIS 2023), Chisinau, Republic of Moldova (8 pages). Lien externe

Lefebvre, M. (2023). An optimal control problem without control costs. Mathematical Biosciences and Engineering, 20(3), 5159-5168. Lien externe

2022

Lefebvre, M. (août 2022). An application of Markov chains in meteorology [Présentation]. Dans 29th Conference on Applied and Industrial Mathematics (CAIM 2022), Chisinau, Moldavie. Non disponible

Lefebvre, M. (2022). Estimation of the return periods in hydrology. Advances in Environmental and Engineering Research, 3(4), 49 (9 pages). Lien externe

Lefebvre, M. (2022). An exact formula for the value of a portfolio at a random final time. Revue Roumaine de Mathématiques Pures et Appliquées, 67(3-4), 67-75. Lien externe

Lefebvre, M. (2022). First-exit problems for integrated diffusion processes with state-dependent jumps. Wseas Transactions on Mathematics, 21, 864-868. Lien externe

Lefebvre, M. (2022). A first-passage problem for exponential integrated diffusion processes. Journal of Stochastic Analysis, 3(3), 12 pages. Lien externe

Lefebvre, M. (2022). First-passage problems for diffusion processes with state-dependent jumps. Communications in Statistics - Theory and Methods, 51(9), 2908-2918. Lien externe

Lefebvre, M. (2022). Forecasting the Long-term Monthly Variations of Major Floods. WSEAS Transactions on Environment and Development, 18(46), 481-485. Lien externe

Lefebvre, M. (juillet 2022). Forecasting the long-term variations of temperature and precipitation in Jordan [Présentation]. Dans 7th Palestinian Conference on Modern Trends in Mathematics and Physics, Birzeit, Palestine. Non disponible

Lefebvre, M. (2022). The homing problem for autoregressive processes. IMA Journal of Mathematical Control and Information, 39(1), 322-344. Lien externe

Lefebvre, M. (2022). The inverse first-passage-place problem for Wiener processes. Stochastic Analysis and Applications, 40(1), 96-102. Lien externe

Lefebvre, M. (octobre 2022). An inverse stochastic optimal control problem [Présentation]. Dans International Conference on Electronics, Communications and Computing (IC ECCO-2022), Chisinau, Moldavie. Lien externe

Lefebvre, M. (2022). Minimizing or maximizing the first-passage time to a time-dependent boundary. Optimization, 71(2), 387-401. Lien externe

Lefebvre, M. (2022). On a Non-Linear Differential-Integral Equation. Lobachevskii Journal of Mathematics, 43(11), 3216-3221. Lien externe

Lefebvre, M. (2022). On the Duration of an Epidemic. Differential Equations and Dynamical Systems, 11 pages. Lien externe

Lefebvre, M. (2022). On the Inverse LQG Homing Problem. Journal of Contemporary Mathematical Analysis-Armenian Academy of Sciences, 57(2), 122-130. Lien externe

Lefebvre, M. (2022). On the inverse LQG homing problem. Proceedings of the NAS Armenia: Mathematics, 57(2), 44-55. Non disponible

Lefebvre, M. (novembre 2022). On the number of states in a modified M/M/2/n queueing model [Présentation]. Dans AUA-UAEU Workshop on Graph Theory, Combinatorics and Applications (GTCA 2022), Al-Ain, United Arab Emirates. Non disponible

Lefebvre, M. (juin 2022). Optimal control of compound Poisson processes [Communication écrite]. 4th International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2022), Craiova, Romania (5 pages). Publié dans ITM Web of Conferences, 49. Lien externe

Lefebvre, M., & Pazhoheshfar, P. (2022). An optimal control problem for the maintenance of a machine. International Journal of Systems Science, 53(15), 3364-3373. Lien externe

Lefebvre, M. (2022). Probabilistic solutions of integral equations from optimal control. Journal of Integral Equations and Applications, 34(2), 215-227. Lien externe

Lefebvre, M. (2022). A Wiener process with jumps to model the logarithm of new epidemic cases. AIMS Biophysics, 9(3), 271-281. Lien externe

2021

Lefebvre, M. (2021). Exact solutions to optimal control problems for wiener processes with exponential jumps. Journal of Stochastic Analysis, 2(2), 10 pages. Lien externe

Lefebvre, M., & Moutassim, A. (2021). Exact solutions to the homing problem for a Wiener process with jumps. Optimization, 70(2), 307-319. Lien externe

Lefebvre, M. (2021). Moments of First-Passage Places for Jump-Diffusion Processes. Sankhya A, 83(1), 245-253. Lien externe

Lefebvre, M. (septembre 2021). Nanoparticles Brownian motion [Présentation]. Dans International Summer School on Nanostructures and Biomaterials: Assembly and Characterization Methods, Lipari, Italie. Non disponible

Lefebvre, M. (2021). On a modified M/M/m/n queueing model. Computer Science Journal of Moldova, 29(1), 29-40. Lien externe

Lefebvre, M. (mars 2021). Stochastic modeling in hydrology [Présentation]. Dans International Workshop on New Horizons in Experimental Investigation Techniques for Condensed Matter Systems, Messina, Italie. Non disponible

Lefebvre, M. (juillet 2021). Survival maximization for time series [Présentation]. Dans Mathematics & IT: Research and Education (MITRE-2021), Chisinau, Moldavie. Lien externe

2020

Lefebvre, M. (octobre 2020). Analytical solution to an LQG homing problem in two dimensions [Communication écrite]. 3rd International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2020), Craiova, Romania. Publié dans ITM Web of Conferences, 34. Lien externe

Lefebvre, M. (2020). Computer virus propagation modelled as a stochastic differential game. Atti della Accademia Peloritana dei Pericolanti - Classe di Scienze Fisiche, Matematiche e Naturali, 98(1). Lien externe

Lefebvre, M. (2020). Exit problems for jump-diffusion processes with uniform jumps. Journal of Stochastic Analysis, 1(1). Lien externe

Lefebvre, M. (2020). Maximizing the expected remaining useful lifetime of a weakly controlled device. Engineering Optimization, 52(9), 1588-1597. Lien externe

Lefebvre, M. (2020). Mean of a first-passage time for a two-dimensional diffusion process. Romanian Journal of Pure and Applied Mathematics, 65(1), 37-44. Lien externe

Lefebvre, M. (2020). The ruin problem for a Wiener process with state-dependent jumps. Journal of Applied Mathematics Statistics and Informatics, 16(1), 13-23. Lien externe

Lefebvre, M. (2020). A stochastic model for computer virus propagation. Journal of Dynamics & Games, 7(2), 163-174. Lien externe

Lefebvre, M. (2020). Stochastic optimal control of a two-dimensional dynamical system. Journal of Engineering Science, 27(2), 377-343. Lien externe

2019

Lefebvre, M., & Moutassim, A. (novembre 2017). An optimal control problem for a wiener process with random infinitesimal mean [Communication écrite]. International Workshop on New Approaches to Study Complex Systems, Messina, Italie (9 pages). Publié dans Atti della Accademia Peloritana dei Pericolanti - Classe di Scienze Fisiche, Matematiche e Naturali, 97(S2 - A1). Disponible

Lefebvre, M. (2019). An application of queueing theory in hydrology. Atti Accademia Peloritana Dei Pericolanti-Classe Di Scienze Fisiche Matematiche E Naturali, 97(S2 - A18), 6 pages. Lien externe

Lefebvre, M. (juin 2019). Applied stochastic processes [Présentation]. Dans Mathematics & IT: Research and Education (MITRE-2019), Chisinau, Moldavie. Non disponible

Lefebvre, M. (décembre 2019). Computer virus propagation modelled as a stochastic differential game [Présentation]. Dans Scientific Meeting of the Accademia Peloritana dei Pericolanti, Classe di Scienze Fisiche, Matematiche e Naturali, Messina, Italie. Non disponible

Lefebvre, M., & Moutassim, A. (octobre 2019). Exact solutions to the homing problem for a Wiener process with jumps [Présentation]. Dans 14th International Seminar on Optimization and Related Areas, Lima, Pérou. Lien externe

Lefebvre, M. (décembre 2019). Forecasting the long-term variations of meteorological and geological events by using stochastic processes [Présentation]. Dans International Conference on Atmospheric Monitoring, Modeling and Simulation, Messina, Italie. Non disponible

Lefebvre, M., & Moutassim, A. (2019). The LQG homing problem for a Wiener process with random infinitesimal parameters. Archives of Control Sciences, 29(3), 413-422. Lien externe

Lefebvre, M. (mai 2019). A Markov chain model for floods and earthquakes [Communication écrite]. 56th ESReDA Seminar, Linz, Austria. Non disponible

Lefebvre, M. (2019). Modelling and forecasting temperature and precipitation in Italy. Atti della Academia Peloritana dei Pericolanti, 97(2), 9 pages. Lien externe

Lefebvre, M. (juin 2019). On a partial integro-differential equation from financial mathematics [Présentation]. Dans Mathematics & IT: Research and Education (MITRE-2019), Chisinau, Moldavie. Non disponible

Lefebvre, M. (septembre 2019). Optimal control of a stochastic system related to the Kermack-McKendrick model [Communication écrite]. 5th Conference of Mathematical Society of Moldova (IMCS 55), Chisinau, Republic of Moldova. Lien externe

Lefebvre, M., & Moutassim, A. (août 2018). Optimal control problems for diffusion processes with random parameters [Communication écrite]. International Conference on Differential Geometry - Dynamical Systems (DGDS 2018), Mangalia, Romania. Publié dans BSG Proceedings, 26. Lien externe

Lefebvre, M. (octobre 2019). Stochastic optimal control of a two-dimensional dynamical system [Présentation]. Dans International Conference on Electronics, Communications and Computing (ICECCO-2019), Chisinau, Moldavie. Non disponible

2018

Lefebvre, M. (mai 2018). An exact formula for the value of a portfolio at a random final time [Présentation]. Dans 61st Meeting of EURO Working Group for Commodities and Financial Modelling, Kaunas, Lithuania. Non disponible

Lefebvre, M. (août 2018). Exact solutions to an optimal control problem for an Ornstein-Uhlenbeck process with random parameters [Présentation]. Dans 6th Palestinian Conference on Modern Trends in Mathematics and Physics, Tulkarm, Palestine. Non disponible

Lefebvre, M., & Moutassim, A. (2018). Exact solutions to an optimal control problem for an Ornstein-Uhlenbeck process with random parameters. Palestine Technical University Research Journal, 6(2), 33-33. Lien externe

Lefebvre, M. (2018). LGQ homing problems for processes used in financial mathematics. Romanian Journal of Pure and Applied Mathematics, 63(1), 27-37. Lien externe

Lefebvre, M. (décembre 2018). Modelling and forecasting temperature and precipitation in Italy [Présentation]. Dans Scientific Meeting of the Academia Peloritana dei Pericolanti, Classe di Scienze Fisiche, Matematiche e Naturali, Messina, Italie. Non disponible

Lefebvre, M., & Moutassim, A. (octobre 2018). Optimal control problems for diffusion processes with random parameters [Présentation]. Dans 2nd International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2018), Craiova, Roumanie. Non disponible

Lefebvre, M. (2018). Optimally ending an epidemic. Optimization, 67(3), 399-407. Lien externe

N'Dri, K. D., & Lefebvre, M. (juin 2018). Teaching differential equations online [Communication écrite]. International Workshop on New Horizons in Teaching Science, Messina, Italie (4 pages). Publié dans Atti della Accademia Peloritana dei Pericolanti - Classe di Scienze Fisiche, Matematiche e Naturali, 99(S1). Lien externe

Lefebvre, M. (avril 2018). A two-dimensional diffusion process as a degradation model [Communication écrite]. 54th ESReDA Seminar, Nantes, France (12 pages). Non disponible

2017

Lefebvre, M. (novembre 2017). An application of queuing theory in hydrology [Présentation]. Dans Workshop on New Approaches to Study Complex Systems, Messina, Italie. Non disponible

Lefebvre, M. (octobre 2017). Applications of stochastic processes in reliability theory and in hydrology [Présentation]. Dans 8th International Conference on Mathematical Models for Engineering Science (MMES 2017), London, UK. Non disponible

Lefebvre, M. (2017). Estimating the probability of exceeding a given river flow threshold. Applied Sciences, 19, 76-83. Lien externe

Ionescu, A., Lefebvre, M., & Munteanu, F. (2017). Feedback Linearization and Optimal Control of the Kermack-McKendrick Model for the Spread of Epidemics. Advances in Analysis, 2(3), 157-166. Lien externe

Lefebvre, M. (juillet 2017). Mean of a first-passage time for a two-dimensional diffusion process [Communication écrite]. 10th International Conference on Mathematical Methods in Reliability (MMR 2017), Grenoble, France (5 pages). Non disponible

2016

Lefebvre, M. (2016). Équations différentielles. (2e éd.). Lien externe

Lefebvre, M. (avril 2016). Estimating the probability of exceeding a given river flow threshold [Présentation]. Dans International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2016), Craiova, Roumanie. Non disponible

Lefebvre, M., & Zitouni, F. (2016). Exact and approximate solutions to LQG homing problems in one and two dimensions. Optimal Control Applications and Methods, 37(1), 127-138. Lien externe

Lefebvre, M. (2016). Improving the accuracy of river flow forecasts. International Journal of Civil Engineering and Applications, 6(1), 6 pages. Non disponible

Lefebvre, M., & Bensalma, F. (2016). On the probability of exceeding a given river flow threshold. Hydrological Sciences Journal, 61(12), 2205-2212. Lien externe

Lefebvre, M. (2016). Optimal and Suboptimal Control of a Standard Brownian Motion. Archives of Control Sciences, 26(3), 383-394. Disponible

Lefebvre, M. (juillet 2016). Optimal control of a stochastic version of the Kermack-McKendrick model [Présentation]. Dans 5th Palestinian Conference on Modern Trends in Mathematics and Physics, Jénine, Palestine. Non disponible

Ionescu, A., Lefebvre, M., & Munteanu, F. (2016). Optimal control of a stochastic version of the Lotka-Volterra model. General mathematics, 24(1-2), 3-10. Lien externe

Ionescu, A., & Lefebvre, M. (mai 2016). Optimal control of a stochastic version of the Lotka-Volterra model [Présentation]. Dans International Conference on Approximation Theory and its Applications (ICATA 2016), Sibiu, Roumanie. Non disponible

Lefebvre, M., & Ionescu, A. (2016). Stochastic optimal control of a mixing flow model. ROMAI Journal, 12(2), 77-83. Lien externe

Lefebvre, M. (septembre 2016). Stochastic optimal control of a mixing flow model [Présentation]. Dans 24th Conference on Applied and Industrial Mathematics, Craiova, Roumanie. Non disponible

2015

Lefebvre, M. (2015). Cours et exercices de probabilités appliquées : incluant les notions de base de statistique. (3e éd.). Lien externe

Lefebvre, M., & Bensalma, F. (avril 2015). Computation of the distribution of stochastic processes after a jump [Présentation]. Dans 2nd International Conference on Mathematics and Statistics, American University of Sharjah, É. A. U.. Non disponible

Lefebvre, M., & Bensalma, F. (2015). Modeling and forecasting river flows by means of filtered Poisson processes. Applied Mathematical Modelling, 39(1), 230-243. Lien externe

Lefebvre, M. (décembre 2015). Obtaining more accurate estimates of the probability of exceeding a given river flow threshold [Présentation]. Dans International Conference on Business, Management and Applied Science, New York, N. Y.. Non disponible

Lefebvre, M., & Bensalma, F. (2015). On the distribution of a river flow at the time of the next increase. Canadian Journal of Civil Engineering, 42(12), 1146-1148. Lien externe

Lefebvre, M. (novembre 2015). Suboptimal solutions to LQG homing problems [Communication écrite]. 14th International Conference on Mathematics and its Applications (ICMA 2015), Timi. Non disponible

Lefebvre, M., & Zitouni, F. (octobre 2015). Using symmetry to solve LQG homing problems in one and two dimensions [Présentation]. Dans 12th International Seminar on Optimization and Related Areas, Lima, Pérou. Non disponible

2014

Lefebvre, M., & Zitouni, F. (2014). Analytical solutions to LQG homing problems in one dimension. Systems Science & Control Engineering, 2(1), 41-47. Lien externe

Lefebvre, M., & Bensalma, F. (2014). An application of filtered renewal processes in hydrology. International Journal of Engineering Mathematics, 2014, 9 pages. Disponible

Lefebvre, M. (octobre 2014). Improving the accuracy of river flow forecasts [Présentation]. Dans Data Analysis and Modeling in Earth Sciences (DAMES 2014), Milan, Italie. Non disponible

Zitouni, F., & Lefebvre, M. (2014). Linearization of a matrix riccati equation associated to an optimal control problem. International Journal of Differential Equations, 2014, 1-7. Disponible

Lefebvre, M. (2014). LQG homing for jump-diffusion processes. ROMAI Journal, 10(2), 1-6. Lien externe

Lefebvre, M. (septembre 2014). LQG homing for jump-diffusion processes [Présentation]. Dans 22nd Conference on Applied and Industrial Mathematics, Bacau, Roumanie. Non disponible

Lefebvre, M., & Bensalma, F. (novembre 2014). On the probability of exceeding a given river flow threshold [Présentation]. Dans 5th Statistics in Hydrology International Workshop (STAHY 2014), Abou Dhabi, É. A. U.. Non disponible

Lefebvre, M. (2014). Processus stochastiques appliqués. (2e éd.). Lien externe

2013

Lefebvre, M., & Zitouni, F. (octobre 2013). Analytical solutions to LQG homing problems in one dimension [Présentation]. Dans 11th International Seminar on Optimization and Related Areas, Lima, Pérou. Non disponible

Lefebvre, M. (2013). Controlling a Two-Dimensional Diffusion Process at Most Until a Fixed Time. Optimization, 62(12), 1651-1659. Lien externe

Lefebvre, M., & Kounta, M. (2013). Discrete homing problems. Archives of Control Sciences, 23(1), 5-18. Lien externe

Lefebvre, M. (2013). First passage to a semi-infinite line for a two-dimensional Wiener process. ROMAI Journal, 9(1), 61-68. Lien externe

Kounta, M., & Lefebvre, M. (2013). On discrete version of the CIR process. Journal of Difference Equations and Applications, 19(8), 1276-1291. Lien externe

2012

Lefebvre, M. (2012). Diffusion processes with generalized beta density functions. International Journal of Open Problems in Computer Science and Mathematics, 5(3), 8-8. Lien externe

Lefebvre, M. (2012). Exercices corrigés d'équations différentielles. Lien externe

Lefebvre, M. (août 2012). First passage to a semi-infinite line for a two-dimensional Wiener process [Présentation]. Dans 20th Conference on Applied and Industrial Mathematics, Chisinau, Moldavie. Non disponible

Lefebvre, M., & Zitouni, F. (2012). General LQG homing problems in one dimension. International Journal of Stochastic Analysis, 2012, 803724 (15 pages). Disponible

Makasu, C., & Lefebvre, M. (2012). LQG Homing Problem With a Maximin Cost. Journal of the Franklin Institute, 349(5), 1944-1950. Lien externe

Lefebvre, M., & Makasu, C. (2012). Probabilistic solution to a two-dimensional LQG homing problem. Control and Cybernetics, 41(1), 5-12. Lien externe

Lefebvre, M., & Aoudia, D. A. (2012). Two-Dimensional Diffusion Processes as Models in Lifetime Studies. International Journal of Systems Science, 43(10), 1943-1949. Lien externe

Lefebvre, M. (août 2012). Using new technologies in the classroom [Communication écrite]. 20th Conference on Applied and Industrial Mathematics - Communications in Education, Chisinau, Moldavie. Non disponible

2011

Lefebvre, M., & Kounta, M. (2011). First hitting problems for Markov chains that converge to a geometric Brownian motion. ISRN Discrete Mathematics, 2011, 346503. Disponible

Lefebvre, M. (2011). Probabilités, statistique et applications. Lien externe

Lefebvre, M. (2011). LQG homing in a finite time interval. Journal of Control Science and Engineering, 2011, 1-3. Disponible

Lefebvre, M. (2011). Maximizing the mean exit time of a brownian motion from an interval. International Journal of Stochastic Analysis, 2011, 1-5. Disponible

Bo, L., & Lefebvre, M. (2011). Mean first passage times of two-dimensional processes with jumps. Statistics and probability letters, 81(8), 1183-1189. Lien externe

Lefebvre, M., & Perotto, S. (2011). A semi-Markov process with an inverse Gaussian distribution as sojourn time. Applied Mathematical Modelling, 35(9), 4603-4610. Lien externe

Lefebvre, M. (2011). Similarity solutions of partial differential equations in probability. Journal of Probability and Statistics, 2011, 1-13. Disponible

Lefebvre, M. (2011). Stochastic optimal control in a danger zone. International Journal of Systems Science, 42(4), 653-659. Lien externe

2010

Lefebvre, M. (août 2010). Controlling a two-dimensional diffusion process at most until a fixed time [Présentation]. Dans 28th European Meeting of Statisticians, Le Pirée, Grèce. Non disponible

Lefebvre, M. (2010). Explicit solutions to the Kolmogorov backward equation. Advances and applications in statistical sciences, 2(1), 51-57. Non disponible

Lefebvre, M. (2010). Forcing a controlled diffusion process to leave through the right end of an interval. ROMAI Journal, 6(2), 181-184. Lien externe

Lefebvre, M. (2010). Is the internet slowing down? Advances and applications in statistical sciences, 1(2), 481-486. Non disponible

Lefebvre, M. (juin 2010). LQG homing in a finite time interval [Communication écrite]. 2e congrès International de la Société Marocaine de Mathématiques Appliquées, Rabat, Maroc. Non disponible

Lefebvre, M. (octobre 2010). Maximizing a function of the survival time of a Wiener process in an interval [Communication écrite]. International Conference on Stochastic Analysis and Applied Probability (SAAP 2010), Yasmine Hammamet, Tunisia. Lien externe

Lefebvre, M. (2010). Maximizing or minimizing survival time in the case of random parameters. Asian Journal of Control, 12(2), 231-236. Lien externe

Lefebvre, M. (2010). Mean first-passage time to zero for wear processes. Stochastic Models, 26(1), 46-53. Lien externe

Lefebvre, M. (2010). Nearly Gaussian distributions and application. Communications in Statistics - Theory and Methods, 39(5), 823-836. Lien externe

Lefebvre, M. (novembre 2009). Optimizing the time spent by diffusion processes in intervals [Communication écrite]. 2nd International Meeting on Optimization Modelization and Approximation (MOMA 2009), Casablanca, Maroc. Publié dans International journal of open problems in computer science and mathematics, 3(4). Lien externe

Lefebvre, M. (2010). Strictly increasing Markov chains as wear processes. ROMAI Journal, 6(1), 119-124. Lien externe

2009

Lefebvre, M. (2009). Analysis of temperature and precipitation forecasts. Advances and applications in mathematical sciences, 1(1), 81-90. Non disponible

Lefebvre, M. (2009). Basic probability theory with applications. Lien externe

Lefebvre, M., & Ait Aoudia, D. (décembre 2009). Explicit solutions to the Kolmogorov backward equation [Présentation]. Dans SIAM Conference on Analysis of Partial Differential Equations, Miami, Florida. Lien externe

Lefebvre, M., & Guilbault, J.-L. (2009). First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck Process. International Journal of Mathematics and Mathematical Sciences, 2009, 1-12. Disponible

Lefebvre, M., & Guilbault, J.-L. (2009). On a non-homogeneous difference equation from probability theory. Tatra Mountains mathematical publications, 43(1), 81-90. Lien externe

Lefebvre, M., & Guilbault, J.-L. (2009). On a process derived from a filtered Poisson process. Revue Roumaine de Mathématiques Pures et Appliquées, 54(2), 147-159. Lien externe

Lefebvre, M. (2009). On the influence of the type of exams on the performance of students. ROMAI Educational Journal, 4, 22-28. Non disponible

Lefebvre, M. (2009). Optimal control problems with random final time. International Journal of Pure and Applied Mathematics, 55(2), 153-165. Lien externe

Lefebvre, M., & Perotto, S. (juin 2009). A semi-Markov process with an inverse Gaussian distribution as sojourn time [Présentation]. Dans 3rd International Symposium on Semi-Markov Models, Cagliari, Italie. Non disponible

Lefebvre, M. (septembre 2009). Strictly increasing Markov chains as wear processes [Présentation]. Dans 17th Conference on Applied and Industrial Mathematics, Constanta, Roumanie. Non disponible

Lefebvre, M. (mars 2009). Two-dimensional diffusion processes as models in lifetime studies [Communication écrite]. 9th Workshop on Stochastic Models and Their Applications, Aachen, Allemagne. Non disponible

2008

Lefebvre, M. (2008). Avoiding bankruptcy at all costs. ROMAI Journal, 4(2), 127-134. Lien externe

Lefebvre, M. (octobre 2008). Avoiding bankruptcy at all costs [Présentation]. Dans 16th Conference on Applied and Industrial Mathematics, Oradea, Roumanie. Non disponible

Lefebvre, M. (2008). Équations différentielles. Lien externe

Lefebvre, M. (décembre 2008). Forcing a controlled diffusion process to leave through the right end of an interval [Communication écrite]. 9th International Conference on Numerical Analysis and Optimization, Mohammedia, Maroc. Non disponible

Lefebvre, M. (2008). The Gambler's Ruin Problem for a Markov Chain Related to the Bessel Process. Statistics & Probability Letters, 78(15), 2314-2320. Lien externe

Lefebvre, M. (2008). Generalized Filtered Poisson Processes and Application in Hydrology. Statistics & Probability Letters, 78(18), 3274-3276. Lien externe

Lefebvre, M. (2008). On a diffusion process intermediate between standard Brownian motion and the Ornstein-Uhlenbeck process. ROMAI Journal, 4(1), 131-137. Lien externe

Guilbault, J.-L., & Lefebvre, M. (juin 2008). On a non-homogeneous difference equation from probability theory [Présentation]. Dans Conference on Differential and Difference Equations and Applications, Stre. Non disponible

Lefebvre, M. (octobre 2008). On the influence of the type of exams on the performance of students [Présentation]. Dans 16th Conference on Applied and Industrial Mathematics, Oradea, Roumanie. Non disponible

Lefebvre, M., & Guilbault, J. L. (2008). Using Filtered Poisson Processes to Model a River Flow. Applied Mathematical Modelling, 32(12), 2792-2805. Lien externe

2007

Lefebvre, M. (août 2007). Analysis of weather forecasts [Présentation]. Dans International Symposium on Business and Industrial Statistics, Ponta Delgada, Açores, Portugal. Non disponible

Lefebvre, M. (juillet 2007). Avoiding a random barrier as long as possible [Présentation]. Dans 6th International Congress on Industrial and Applied Mathematics (ICIAM 2007), Zurich, Suisse. Non disponible

Lefebvre, M. (2007). Diffusion processes with reflecting boundaries and random initial states. Journal of Engineering and Applied Sciences, 2(1), 241-243. Lien externe

Lefebvre, M. (2007). Exact and approximate probability densities for Wiener processes with random initial states. International Journal of Pure and Applied Mathematics, 36(1), 1-11. Lien externe

Lefebvre, M. (juillet 2007). The gambler's ruin problem for a Markov chain related to the Bessel process [Le problème de la ruine du joueur pour une chaîne de Markov reliée au processus de Bessel]. [Présentation]. Dans 1er Congrès Franco-Espagnol de Mathématiques (ICFEM 2007), Zaragoza, Espagne. Non disponible

Lefebvre, M., & Guilbault, L. (2007). Statistical models for the errors in precipitation forecasts. Journal of Engineering and Applied Sciences, 2(6), 27-28. Lien externe

Lefebvre, M. (octobre 2007). Survival optimization for a diffusion process [Présentation]. Dans 15th Conference on Applied and Industrial Mathematics, Mioveni, Roumanie. Non disponible

Lefebvre, M. (2007). Survival optimization for a diffusion process. ROMAI Journal, 3(1), 141-150. Lien externe

2006

Lefebvre, M. (2006). Applied Probability and Statistics. Lien externe

Lefebvre, M. (2006). Applied Stochastic Processes. Lien externe

Lefebvre, M. (2006). Diffusion processes having generalized Pareto probability density functions. International Journal of Pure and Applied Mathematics, 32(4), 517-524. Lien externe

Lefebvre, M. (septembre 2006). Diffusion processes with reflecting boundaries and random initial states [Présentation]. Dans 13th International Conference of the Forum for Interdisciplinary Mathematics on Interdisciplinary Mathematical and Statistical Techniques (SCRA-FIM 2006), Tomar, Portugal. Non disponible

Lefebvre, M. (juin 2004). A Filtered Renewal Process as a Model for a River Flow [Communication écrite]. 13th European Conference on Mathematics for Industry (ECMI 2004), Eindhoven, Pays-Bas. Lien externe

Lefebvre, M. (2006). First passage problems for asymmetric Wiener processes. Journal of Applied Probability, 43(1), 175-184. Lien externe

Lefebvre, M., & Guilbault, J. L. (juillet 2006). Modeling and forecasting a river flow [Présentation]. Dans 14th European Conference on Mathematics for Industry, Madrid, Espagne. Non disponible

Lefebvre, M. (2006). Moments of first-passage places and related results for the integrated Brownian motion. ROMAI Journal, 2(2), 101-108. Lien externe

Lagace, P. J., Wong, M. H., Lefebvre, M., & Fortin, J. (2006). Multilayer Resistivity Interpretation and Error Estimation Using Electrostatic Images. IEEE Transactions on Power Delivery, 21(4), 1954-1960. Lien externe

Lefebvre, M. (2006). A One- and Two-Dimensional Generalized Pareto Model for a River Flow. Applied Mathematical Modelling, 30(2), 155-163. Lien externe

Lefebvre, M. (2006). Solutions de similitude d'un jeu différentiel stochastique. ARIMA (Revue africaine de la recherche en informatique et mathématiques appliquées), 5, 203-212. Lien externe

Lefebvre, M., & Guilbault, L. (juin 2006). Statistical models for the errors in precipitation forecasts [Présentation]. Dans Annual meeting of the International Environmetrics Society (TIES 2006), Kalmar, Suède. Non disponible

2005

Lefebvre, M. (juillet 2005). Diffusion processes having generalized Pareto probability density functions [Présentation]. Dans 13th INFORMS Applied Probability Conference, Ottawa, Ont.. Non disponible

Lefebvre, M. (2005). A filtered renewal process as a model for a river flow. Mathematical Problems in Engineering, 2005(1), 49-59. Disponible

Lefebvre, M. (juillet 2005). First passage problems for asymmetric Wiener processes [Présentation]. Dans 25th European Meeting of Statisticians, Oslo, Norvège. Non disponible

Lefebvre, M. (octobre 2005). Moments of first-passage places and related results for the integrated Brownian motion [Présentation]. Dans 13th Conference on Applied and Industrial Mathematics, Pitesti, Roumanie. Non disponible

Lefebvre, M. (juillet 2005). Optimal control problems with random final time [Présentation]. Dans 22nd IFIP TC7 Conference on System Modeling and Optimization, Turin, Italie. Non disponible

Lefebvre, M. (2005). Processus stochastiques appliqués. Non disponible

Lefebvre, M. (avril 2005). Solutions de similitude d'un jeu différentiel stochastique [Communication écrite]. 2e colloque sur les tendances dans les applications mathématiques en Tunisie, Tunis. Non disponible

2004

Lefebvre, M. (2004). A Bimodal Model for the High Values of a River Flow. Canadian Journal of Civil Engineering, 31(3), 473-477. Lien externe

Seidou, O., Robert, B., Marche, C., Rousselle, J., & Lefebvre, M. (2004). Construction probabiliste de scénarios d'apports à un réservoir. Canadian Journal of Civil Engineering, 31(1), 146-154. Lien externe

Lefebvre, M. (2004). Cours et exercices de statistique mathématique appliquée. Non disponible

Lefebvre, M. (2004). First hitting time and place for the integrated geometric Brownian motion. International Journal of differential Equations and Applications, 9(4), 365-374. Non disponible

Lefebvre, M. (juillet 2004). Generalized Pareto distributions as solutions to the Kolmogorov forward equation [Présentation]. Dans 3rd International Symposium on Extreme Value Analysis: Theory and Practice, Aveiro, Portugal. Non disponible

Lefebvre, M., & Guilbault, J. L. (2004). Hitting place probabilities for two-dimensional diffusion processes. Revue Roumaine de Mathématiques Pures et Appliquées, 49(1), 11-25. Non disponible

Lefebvre, M. (2004). A Homing Problem for Diffusion Processes With Control-Dependent Variance. Annals of Applied Probability, 14(2), 786-795. Lien externe

Lefebvre, M. (2004). Modélisation des erreurs pour le système de prévision PREVIS. Canadian Journal of Civil Engineering, 31(5), 892-897. Lien externe

2003

Lefebvre, M. (2003). Cours et exercices de probabilités appliquées. (2e éd.). Non disponible

Lefebvre, M. (juin 2003). Diffusion processes with Pareto densities and applications [Présentation]. Dans 1st Joint Meeting of CAIMS and SIAM, Montréal, Québec. Non disponible

Lefebvre, M. (2003). First-Passage Problems for Degenerate Two-Dimensional Diffusion Processes. Test, 12(1), 125-139. Lien externe

Lefebvre, M. (juin 2003). A one- and two-dimensional generalized Pareto model for the flow of a river [Présentation]. Dans 1st Joint Meeting of CAIMS and SIAM, Montréal, Québec. Non disponible

Lefebvre, M., Ribeiro, J., Rousselle, J., Seidou, O., & Lauzon, N. (juillet 2003). Probabilistic prediction of peak flood discharges [Communication écrite]. 9th International Conference on Applications of Statistics and Probability in Civil Engineering, San Francisco, USA. Non disponible

Lefebvre, M. (2003). Short-term hydrological forecasts using linear regression. [Prévisions hydrologiques à court terme obtenues en utilisant la régression linéaire]. Revue des Sciences de l'Eau, 16(2), 255-265. Lien externe

2002

Lefebvre, M. (2002). Cours et exercices de probabilités appliquées. Non disponible

Lefebvre, M. (2002). Exact solutions to two-dimensional homing problems. International Journal of Systems Science, 33(11), 879-884. Lien externe

Lefebvre, M. (juin 2002). First hitting time and place for the integrated geometric brownian motion [Présentation]. Dans 19th Nordic Conference on Mathematical Statistics, Stockholm, Suède. Non disponible

Lefebvre, M. (2002). Geometric Brownian Motion as a Model for River Flows. Hydrological Processes, 16(7), 1373-1381. Lien externe

Lefebvre, M. (2002). Integrated diffusion processes inside rectangles. Boletin de la sociedad matematica mexicana, 8(3), 171-183. Non disponible

Lefebvre, M. (2002). Modeling and forecasting the peak flows of a river. Mathematical Problems in Engineering, 8(6), 553-562. Disponible

Seidou, O., Rousselle, J., Lefebvre, M., Lauzon, N., & Ribeiro, J. (2002). Modélisation de l'incertitude sur les séquences futures de débits en rivière. [Modelling uncertainty on future river flow sequences]. Hydrological Sciences Journal, 47(3), 367-385. Lien externe

Lefebvre, M., & Akhbi, M. (2002). On the mean of first hitting places. Revue Roumaine de Mathématiques Pures et Appliquées, 47(2), 191-204. Non disponible

Lefebvre, M. (2002). Probabilistic Solutions to Optimal Control Problems. Optimization, 51(1), 145-160. Lien externe

Lefebvre, M. (juillet 2002). A pursuit problem for processes with control-dependent variances [Présentation]. Dans SIAM 50th Anniversary and 2002 Annual Meeting, Philadelphia, Penn.. Non disponible

Lefebvre, M. (2002). Survival maximization for a Laguerre population. Mathematical Problems in Engineering, 8(6), 563-574. Disponible

Lefebvre, M. (2002). Using a lognormal diffusion process to forecast river flows. Water Resources Research, 38(6), 12.1-12.8. Lien externe

2001

Guilbault, J. L., & Lefebvre, M. (2001). Au sujet de l'endroit de premier passage pour des processus de diffusion bidimensionnels. Annales des sciences mathématiques du Québec, 25(1), 23-37. Lien externe

Lefebvre, M. (2001). Au sujet du débit maximal de la rivière Mistassibi durant la période printanière. Canadian Journal of Civil Engineering, 28(6), 1041-1045. Lien externe

Lefebvre, M. (2001). A Different Class of Homing Problems. Systems & Control Letters, 42(5), 347-352. Lien externe

Lefebvre, M. (juillet 2001). Exact solutions to two-dimensional homing problems [Présentation]. Dans 5th SIAM Conference on Control and its applications, San Diego, California. Non disponible

Lefebvre, M. (2001). Hitting parabolas and exponential curves with diffusion processes. Brazilian Journal of Probability and Statistics, 15, 69-84. Lien externe

Lefebvre, M. (juillet 2001). A homing problem for diffusion processes with control-dependant variance [Présentation]. Dans 11th INFORMS Applied Probability Conference, New York, N.Y.. Non disponible

Lefebvre, M. (2001). Maximizing the Time Spent by a Diffusion Process in an Interval. Probability in the Engineering and Informational Sciences, 15(1), 69-82. Lien externe

Lefebvre, M. (août 2001). Modeling and forecasting the peak flows of a river [Présentation]. Dans Extremes 2001, Leuven, Belgique. Non disponible

Guilbault, J.-L., & Lefebvre, M. (2001). On a first hitting place problem for the two-dimensional Cox-Ingersoll-Ross process. Actuarial Research Clearing House, 2001.2. Non disponible

Lefebvre, M. (2001). A Three-Dimensional Landing Model. Mathematical and Computer Modelling of Dynamical Systems, 7(4), 455-464. Lien externe

Lefebvre, M. (2001). Using a Kolmogorov backward equation to solve a differential game problem. Revue Roumaine de Mathématiques Pures et Appliquées, XLVI(5), 673-685. Non disponible

2000

Labib, R., Lefebvre, M., Ribeiro, J., Rousselle, J., & Trung, H. T. (2000). Application of diffusion processes to runoff estimation. Journal of Hydrologic Engineering, 5(1), 1-7. Lien externe

Lefebvre, M. (juin 2000). First hitting place probabilities in two dimensions [Présentation]. Dans 18th Nordic Conference on Mathematical Statistics, Grimstad, Norvège. Non disponible

Lefebvre, M. (2000). Linearization of a Dynamic Programming Equation. International Journal of Systems Science, 31(10), 1317-1322. Lien externe

Lefebvre, M. (2000). On the integral of the sum of squared Ornstein-Uhlenbeck processes. Sankhya: The indian journal of statistics, Série A, 62(1), 11-22. Lien externe

Lefebvre, M. (2000). Risk-Averse Control of a Three-Dimensional Wear Process. International Journal of Control, 73(14), 1307-1311. Lien externe

Lefebvre, M. (août 2000). Survival maximization for a Laguerre population [Présentation]. Dans Destobio 2000, West Lafayette, Indiana. Non disponible

1999

Lefebvre, M. (1999). First hitting place distributions for two-dimensional Wiener processes. Brazilian Journal of Probability and Statistics, 13, 1-11. Lien externe

Lefebvre, M. (1999). First passage problem for three-dimensional diffusion processes. Revista colombiana de matematicas, 33, 105-116. Lien externe

1998

Lefebvre, M. (1998). Bidimensional Optimal Landing Problem. Automatica, 34(5), 655-657. Lien externe

Lefebvre, M., & Adjengue, L. (1998). From Inciting to Forcing an Integrated Bessel Process to Remain as Small as Possible. Engineering Optimization, 30(1), 75-89. Lien externe

Lefebvre, M. (1998). On a diffusion process used in genetics. Revue Roumaine de Mathématiques Pures et Appliquées, XLIII(7-8), 751-760. Non disponible

Lefebvre, M. (1998). On the inverse of the LQG homing problem. Annales de l'ISUP, 42(1), 39-49. Lien externe

Lefebvre, M. (1998). Solving an LQG Homing Problem Via a Different Uncontrolled Process. International Journal of Control, 71(6), 1021-1026. Lien externe

Lefebvre, M. (avril 1998). Using a Kolmogorov backward equation to solve a differential game [Présentation]. Dans 2nd Conference on Stochastic Analysis and Probabilities, Marrakech, Maroc. Non disponible

1997

Lefebvre, M. (1997). First hitting place distributions for the Ornstein-Uhlenbeck process. Statistics & Probability Letters, 34(3), 309-312. Lien externe

Lefebvre, M. (1997). On the inverse of the first hitting time problem for bidimensional processes. Journal of Applied Probability, 34(3), 610-622. Lien externe

Lefebvre, M. (1997). Reducing a nonlinear dynamic programming equation to a Kolmogorov equation. Optimization, 42(2), 125-137. Lien externe

Lefebvre, M., & Labib, R. (juin 1996). Risk sensitive optimal control of wear processes [Communication écrite]. AMS/SIAM Seminar on Mathematics of Stochastic Manufacturing Systems, Williamsburg, VA, USA. Non disponible

Lefebvre, M., & Labib, R. (juillet 1997). Risk sensitive optimal control of wear processes: the vector case [Communication écrite]. 18th IFIP TC7 Conference on Systems Modelling and Optimization, Boca Raton, FL, USA. Lien externe

Lefebvre, M., & Labib, R. (1997). Temps d'atteinte de cercles pour des processus de Bessel bidimensionnels. Annales des sciences mathématiques du Québec, 21(2), 123-131. Lien externe

Lefebvre, M. (1997). Using a geometric Brownian motion to control a brownian motion and vice versa. Stochastic Processes and Their Applications, 69(1), 71-82. Lien externe

1996

Lefebvre, M., & Gaspo, J. (1996). Controlled wear processes: a risk-sensitive formulation. Engineering Optimization, 26(3), 187-194. Lien externe

Lefebvre, M. (1996). First-passage distributions of bidimensional processes. Probability in the Engineering and Informational Sciences, 10(3), 325-339. Lien externe

Lefebvre, M. (1996). First-passage problems involving with lognormal density functions. Rendiconti dell'instituto Lombardo (Scienze-SerieA), 130(fascicule), 63-78. Non disponible

Lefebvre, M., & Labib, R. (1996). Hitting lines and circles with diffusion processes. Australian Journal of Statistics, 38(2), 213-222. Lien externe

Labib, R., Lefebvre, M., Ribeiro, J., & Rousselle, J. (1996). Modèles utilisant les processus de diffusion comme outils de prévision. (Rapport technique). Non disponible

Lefebvre, M., & Labib, R. (août 1996). Modelling and controlling the flow of a river [Présentation]. Dans 16th Nordic Conference on Mathematical Statistics, Lahti, Finlande. Non disponible

Lefebvre, M. (1996). Moment generating functions of first hitting times for the bidimensional geometric Brownian motion. Annales Universitatis Mariae Curie-Sklodowska. Sectio A. Mathematica, 50, 99-113. Non disponible

Lefebvre, M. (1996). On the First Passage Time Probability Problem for Bidimensional Ornstein-Uhlenbeck Processes. Sankhya: The indian journal of statistics, Série A, 58(part 2), 179-185. Lien externe

Lefebvre, M., & Gaspo, J. (1996). Optimal control of wear processes. IEEE Transactions on Automatic Control, 41(1), 112-115. Lien externe

Lefebvre, M. (1996). Similarity solutions of first-passage problems for two-dimensional Wiener processes. Statistics & Probability Letters, 29(2), 185-189. Lien externe

1995

Lefebvre, M. (1995). Construction de fonctions génératrices des moments d'instants de premier passage en deux dimensions. Revue Roumaine de Mathématiques Pures et Appliquées, XL(9-10), 779-787. Non disponible

Lefebvre, M., & Mazigh, M. (1995). On a pursuit problem. Optimization, 33(1), 81-89. Lien externe

Lefebvre, M. (juillet 1995). An optimal landing problem [Présentation]. Dans 14th European Conference on Operation Research, Jérusalem, Israël. Non disponible

Lefebvre, M. (1995). Optimal stochastic control of a reservoir. Control and computers, 23(2), 44-47. Non disponible

Lefebvre, M. (1995). Problèmes de premier passage résolubles par la méthode de séparation des variables. Journal of Applied Probability, 32(2), 337-348. Lien externe

Lefebvre, M., & Mazigh, M. (1995). Stochastic bargaining models. Journal of Optimization Theory and Applications, 84(2), 377-391. Lien externe

Lefebvre, M., & Mazigh, M. (1995). Stochastic hunting model involving two countries. International Journal of Systems Science, 26(12), 2355-2368. Lien externe

Lefebvre, M. (1995). Sur le problème inverse de l'endroit de premier passage pour des processus intégrés. Publications de l'institut de statistique de l'université de Paris, XXXIX(fascicule), 57-69. Lien externe

1994

Lefebvre, M. (1994). LQG problems with a possibly infinite final cost. Optimization, 29(1), 73-79. Lien externe

Lefebvre, M., & Montulet, P. (1994). Risk-sensitive optimal investment policy. International Journal of Systems Science, 25(1), 183-192. Lien externe

Lefebvre, M. (août 1994). Stochastic modeling and optimal control of wear processes [Présentation]. Dans 15th Nordic Conference in Mathematical Statistics, Lund, Suède. Non disponible

1992

Lefebvre, M. (1992). A note on the survival time of a dynamic system in an interval. IEEE Transactions on Automatic Control, 37(5), 618-620. Lien externe

Lefebvre, M. (juillet 1992). Sur une classe de problèmes en théorie des jeux différentiels [Communication écrite]. 1res Journées de mathématiques appliquées, Rabat, Maroc. Non disponible

1991

Lefebvre, M. (1991). Forcing a Stochastic Process to Stay in or to Leave a Given Region. Annals of Applied Probability, 1(1), 167-172. Lien externe

Lefebvre, M. (août 1991). On the relation between LQG problems and first-passage densities [Présentation]. Dans Workshop on Stochastic Estimation and Control, Mexíco, Mexique. Non disponible

Lefebvre, M. (1991). Quelques résultats au sujet des densités de premier passage pour des processus de diffusion. Annales des sciences mathématiques du Québec, 15(2), 165-175. Lien externe

1990

Lefebvre, M. (1990). Hitting lines at minimal cost with a gaussian process. Automatica, 26(2), 435-436. Lien externe

Lefebvre, M. (1990). Minimisation d'une fonction de coût quadratique pour des intégrales gaussiennes. Annales des sciences mathématiques du Québec, 14(2), 175-181. Lien externe

1989

Lefebvre, M. (1989). Commande optimale du processus de Wiener. Journal of Applied Probability, 26(1), 50-57. Lien externe

Lefebvre, M. (1989). An extension of a stochastic control theorem due to Whittle. IEEE Transactions on Automatic Control, 34(5), 567-568. Lien externe

Lefebvre, M. (1989). First-Passage Densities of a Two-Dimensional Process. SIAM Journal on Applied Mathematics, 49(5), 1514-1523. Lien externe

Lefebvre, M. (1989). First-passage densities of controlled Gaussian processes. Canadian Journal of Statistics, 17(3), 319-327. Lien externe

Lefebvre, M. (1989). Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process. Stochastic Processes and Their Applications, 32(2), 281-287. Lien externe

Lefebvre, M., & Léonard, É. (1989). On the first hitting place of the integrated Wiener process. Advances in Applied Probability, 21(04), 945-948. Lien externe

1988

Lefebvre, M. (juin 1988). On the Optimal Control of the Integrated Brownian Motion [Communication écrite]. American Control Conference, Atlanta, Georgia. Lien externe

Lefebvre, M., & Whittle, P. (1988). Survival optimization for a dynamic system. Annales des sciences mathématiques du Québec, 12(1), 101-119. Lien externe

Lefebvre, M. (1988). Utilisation de densités des premier passage en commande optimale stochastique. Advances in Applied Probability, 20(01), 231-234. Lien externe

1987

Lefebvre, M. (décembre 1987). An extension of a stochastic control theorem due to Whittle [Communication écrite]. 26th IEEE Conference on Decision and Control, Los Angeles, California. Lien externe

Lefebvre, M. (1987). LQG homing in two dimensions. IEEE Transactions on Automatic Control, 32(7), 639-641. Lien externe

Lefebvre, M. (1987). Optimal control of an Ornstein-Uhlenbeck process. Stochastic Processes and Their Applications, 24(1), 89-97. Lien externe

Lefebvre, M. (1987). Optimal investment policy. International Journal of Systems Science, 18(1), 75-81. Lien externe

1986

Lefebvre, M. (1986). Optimal stochastic control of a class of processes with an exponential cost function. Annales des sciences mathématiques du Québec, 10(2), 181-187. Lien externe

1982

Lefebvre, M. (1982). Une application des méthodes séquentielles aux tests de permutations. Canadian Journal of Statistics, 10(3), 173-180. Lien externe

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