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Items where Author is "Lefebvre, Mario"

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Number of items: 281.

B

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

G

Guilbault, J.-L., & Lefebvre, M. (2008, June). On a non-homogeneous difference equation from probability theory [Presentation]. In Conference on Differential and Difference Equations and Applications, Stre. Unavailable

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. External link

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. Unavailable

I

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. External link

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. External link

Ionescu, A., & Lefebvre, M. (2016, May). Optimal control of a stochastic version of the Lotka-Volterra model [Presentation]. In International Conference on Approximation Theory and its Applications (ICATA 2016), Sibiu, Roumanie. Unavailable

K

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

L

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). External link

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. External link

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

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

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

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

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

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

Lefebvre, M. (2023, October). An optimal control problem for a modified M/G/k queueing system [Paper]. Workshop on Intelligent Information Systems (WIIS 2023), Chisinau, Republic of Moldova (8 pages). External link

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

Lefebvre, M. (2022, August). An application of Markov chains in meteorology [Presentation]. In 29th Conference on Applied and Industrial Mathematics (CAIM 2022), Chisinau, Moldavie. Unavailable

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

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. External link

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

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

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

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

Lefebvre, M. (2022, July). Forecasting the long-term variations of temperature and precipitation in Jordan [Presentation]. In 7th Palestinian Conference on Modern Trends in Mathematics and Physics, Birzeit, Palestine. Unavailable

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

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

Lefebvre, M. (2022, October). An inverse stochastic optimal control problem [Presentation]. In International Conference on Electronics, Communications and Computing (IC ECCO-2022), Chisinau, Moldavie. Unavailable

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

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

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

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

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

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

Lefebvre, M. (2022, June). Optimal control of compound Poisson processes [Paper]. 4th International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2022), Craiova, Romania (5 pages). Published in ITM Web of Conferences, 49. External link

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

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

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

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

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

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

Lefebvre, M. (2021, September). Nanoparticles Brownian motion [Presentation]. In International Summer School on Nanostructures and Biomaterials: Assembly and Characterization Methods, Lipari, Italie. Unavailable

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

Lefebvre, M. (2021, March). Stochastic modeling in hydrology [Presentation]. In International Workshop on New Horizons in Experimental Investigation Techniques for Condensed Matter Systems, Messina, Italie. Unavailable

Lefebvre, M. (2021, July). Survival maximization for time series [Presentation]. In Mathematics & IT: Research and Education (MITRE-2021), Chisinau, Moldavie. External link

Lefebvre, M. (2020, October). Analytical solution to an LQG homing problem in two dimensions [Paper]. 3rd International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2020), Craiova, Romania. Published in ITM Web of Conferences, 34. External link

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). External link

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

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

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. External link

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. External link

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

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

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. External link

Lefebvre, M. (2019, June). Applied stochastic processes [Presentation]. In Mathematics & IT: Research and Education (MITRE-2019), Chisinau, Moldavie. Unavailable

Lefebvre, M. (2019, December). Computer virus propagation modelled as a stochastic differential game [Presentation]. In Scientific Meeting of the Accademia Peloritana dei Pericolanti, Classe di Scienze Fisiche, Matematiche e Naturali, Messina, Italie. Unavailable

Lefebvre, M., & Moutassim, A. (2019, October). Exact solutions to the homing problem for a Wiener process with jumps [Presentation]. In 14th International Seminar on Optimization and Related Areas, Lima, Pérou. External link

Lefebvre, M. (2019, December). Forecasting the long-term variations of meteorological and geological events by using stochastic processes [Presentation]. In International Conference on Atmospheric Monitoring, Modeling and Simulation, Messina, Italie. Unavailable

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. External link

Lefebvre, M. (2019, May). A Markov chain model for floods and earthquakes [Paper]. 56th ESReDA Seminar, Linz, Austria. Unavailable

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

Lefebvre, M. (2019, June). On a partial integro-differential equation from financial mathematics [Presentation]. In Mathematics & IT: Research and Education (MITRE-2019), Chisinau, Moldavie. Unavailable

Lefebvre, M. (2019, September). Optimal control of a stochastic system related to the Kermack-McKendrick model [Paper]. 5th Conference of Mathematical Society of Moldova (IMCS 55), Chisinau, Republic of Moldova. External link

Lefebvre, M., & Moutassim, A. An optimal control problem for a wiener process with random infinitesimal mean [Paper]. Workshop on New Approaches to Study Complex Systems, 2017, Messina, Italie. (9 pages). Published in Atti Accademia Peloritana Dei Pericolanti-Classe Di Scienze Fisiche Matematiche E Naturali, 97(S2 - A1). External link

Lefebvre, M., & Moutassim, A. (2018, August). Optimal control problems for diffusion processes with random parameters [Paper]. International Conference on Differential Geometry - Dynamical Systems (DGDS 2018), Mangalia, Romania. Published in BSG Proceedings, 26. External link

Lefebvre, M. (2019, October). Stochastic optimal control of a two-dimensional dynamical system [Presentation]. In International Conference on Electronics, Communications and Computing (ICECCO-2019), Chisinau, Moldavie. Unavailable

Lefebvre, M. (2018, May). An exact formula for the value of a portfolio at a random final time [Presentation]. In 61st Meeting of EURO Working Group for Commodities and Financial Modelling, Kaunas, Lithuania. Unavailable

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

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. External link

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

Lefebvre, M. (2018, December). Modelling and forecasting temperature and precipitation in Italy [Presentation]. In Scientific Meeting of the Academia Peloritana dei Pericolanti, Classe di Scienze Fisiche, Matematiche e Naturali, Messina, Italie. Unavailable

Lefebvre, M., & Moutassim, A. (2018, October). Optimal control problems for diffusion processes with random parameters [Presentation]. In 2nd International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2018), Craiova, Roumanie. Unavailable

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

Lefebvre, M. (2018, April). A two-dimensional diffusion process as a degradation model [Paper]. 54th ESReDA Seminar, Nantes, France (12 pages). Unavailable

Lefebvre, M. (2017, November). An application of queuing theory in hydrology [Presentation]. In Workshop on New Approaches to Study Complex Systems, Messina, Italie. Unavailable

Lefebvre, M. (2017, October). Applications of stochastic processes in reliability theory and in hydrology [Presentation]. In 8th International Conference on Mathematical Models for Engineering Science (MMES 2017), London, UK. Unavailable

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

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

Lefebvre, M. (2016). Équations différentielles. (2nd ed.). External link

Lefebvre, M. (2016, April). Estimating the probability of exceeding a given river flow threshold [Presentation]. In International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2016), Craiova, Roumanie. Unavailable

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. External link

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

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

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

Lefebvre, M. (2016, July). Optimal control of a stochastic version of the Kermack-McKendrick model [Presentation]. In 5th Palestinian Conference on Modern Trends in Mathematics and Physics, Jénine, Palestine. Unavailable

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

Lefebvre, M. (2016, September). Stochastic optimal control of a mixing flow model [Presentation]. In 24th Conference on Applied and Industrial Mathematics, Craiova, Roumanie. Unavailable

Lefebvre, M. (2015). Cours et exercices de probabilités appliquées : incluant les notions de base de statistique. (3rd ed.). External link

Lefebvre, M., & Bensalma, F. (2015, April). Computation of the distribution of stochastic processes after a jump [Presentation]. In 2nd International Conference on Mathematics and Statistics, American University of Sharjah, É. A. U.. Unavailable

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

Lefebvre, M. (2015, December). Obtaining more accurate estimates of the probability of exceeding a given river flow threshold [Presentation]. In International Conference on Business, Management and Applied Science, New York, N. Y.. Unavailable

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. External link

Lefebvre, M. (2015, November). Suboptimal solutions to LQG homing problems [Paper]. 14th International Conference on Mathematics and its Applications (ICMA 2015), Timi. Unavailable

Lefebvre, M., & Zitouni, F. (2015, October). Using symmetry to solve LQG homing problems in one and two dimensions [Presentation]. In 12th International Seminar on Optimization and Related Areas, Lima, Pérou. Unavailable

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

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

Lefebvre, M. (2014, October). Improving the accuracy of river flow forecasts [Presentation]. In Data Analysis and Modeling in Earth Sciences (DAMES 2014), Milan, Italie. Unavailable

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

Lefebvre, M. (2014, September). LQG homing for jump-diffusion processes [Presentation]. In 22nd Conference on Applied and Industrial Mathematics, Bacau, Roumanie. Unavailable

Lefebvre, M., & Bensalma, F. (2014, November). On the probability of exceeding a given river flow threshold [Presentation]. In 5th Statistics in Hydrology International Workshop (STAHY 2014), Abou Dhabi, É. A. U.. Unavailable

Lefebvre, M. (2014). Processus stochastiques appliqués. (2nd ed.). External link

Lefebvre, M., & Zitouni, F. (2013, October). Analytical solutions to LQG homing problems in one dimension [Presentation]. In 11th International Seminar on Optimization and Related Areas, Lima, Pérou. Unavailable

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

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

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

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

Lefebvre, M. (2012). Exercices corrigés d'équations différentielles. External link

Lefebvre, M. (2012, August). First passage to a semi-infinite line for a two-dimensional Wiener process [Presentation]. In 20th Conference on Applied and Industrial Mathematics, Chisinau, Moldavie. Unavailable

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

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

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

Lefebvre, M. (2012, August). Using new technologies in the classroom [Paper]. 20th Conference on Applied and Industrial Mathematics - Communications in Education, Chisinau, Moldavie. Unavailable

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

Lefebvre, M. (2011). Probabilités, statistique et applications. External link

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

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

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

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

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

Lefebvre, M. (2010, August). Controlling a two-dimensional diffusion process at most until a fixed time [Presentation]. In 28th European Meeting of Statisticians, Le Pirée, Grèce. Unavailable

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

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

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

Lefebvre, M. (2010, June). LQG homing in a finite time interval [Paper]. 2e congrès International de la Société Marocaine de Mathématiques Appliquées, Rabat, Maroc. Unavailable

Lefebvre, M. (2010, October). Maximizing a function of the survival time of a Wiener process in an interval [Paper]. International Conference on Stochastic Analysis and Applied Probability (SAAP 2010), Yasmine Hammamet, Tunisia. External link

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

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

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

Lefebvre, M. (2009, November). Optimizing the time spent by diffusion processes in intervals [Paper]. 2nd International Meeting on Optimization Modelization and Approximation (MOMA 2009), Casablanca, Maroc. Published in International journal of open problems in computer science and mathematics, 3(4). External link

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

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

Lefebvre, M. (2009). Basic probability theory with applications. External link

Lefebvre, M., & Ait Aoudia, D. (2009, December). Explicit solutions to the Kolmogorov backward equation [Presentation]. In SIAM Conference on Analysis of Partial Differential Equations, Miami, Florida. External link

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. Available

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

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. External link

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

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

Lefebvre, M., & Perotto, S. (2009, June). A semi-Markov process with an inverse Gaussian distribution as sojourn time [Presentation]. In 3rd International Symposium on Semi-Markov Models, Cagliari, Italie. Unavailable

Lefebvre, M. (2009, September). Strictly increasing Markov chains as wear processes [Presentation]. In 17th Conference on Applied and Industrial Mathematics, Constanta, Roumanie. Unavailable

Lefebvre, M. (2009, March). Two-dimensional diffusion processes as models in lifetime studies [Paper]. 9th Workshop on Stochastic Models and Their Applications, Aachen, Allemagne. Unavailable

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

Lefebvre, M. (2008, October). Avoiding bankruptcy at all costs [Presentation]. In 16th Conference on Applied and Industrial Mathematics, Oradea, Roumanie. Unavailable

Lefebvre, M. (2008). Équations différentielles. External link

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

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

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

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

Lefebvre, M. (2008, October). On the influence of the type of exams on the performance of students [Presentation]. In 16th Conference on Applied and Industrial Mathematics, Oradea, Roumanie. Unavailable

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

Lefebvre, M. (2007, August). Analysis of weather forecasts [Presentation]. In International Symposium on Business and Industrial Statistics, Ponta Delgada, Açores, Portugal. Unavailable

Lefebvre, M. (2007, July). Avoiding a random barrier as long as possible [Presentation]. In 6th International Congress on Industrial and Applied Mathematics (ICIAM 2007), Zurich, Suisse. Unavailable

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

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. External link

Lefebvre, M. (2007, July). 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]. [Presentation]. In 1er Congrès Franco-Espagnol de Mathématiques (ICFEM 2007), Zaragoza, Espagne. Unavailable

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

Lefebvre, M. (2007, October). Survival optimization for a diffusion process [Presentation]. In 15th Conference on Applied and Industrial Mathematics, Mioveni, Roumanie. Unavailable

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

Lefebvre, M. (2006). Applied Probability and Statistics. External link

Lefebvre, M. (2006). Applied Stochastic Processes. External link

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

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

Lefebvre, M. (2004, June). A Filtered Renewal Process as a Model for a River Flow [Paper]. 13th European Conference on Mathematics for Industry (ECMI 2004), Eindhoven, Pays-Bas. External link

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

Lefebvre, M., & Guilbault, J. L. (2006, July). Modeling and forecasting a river flow [Presentation]. In 14th European Conference on Mathematics for Industry, Madrid, Espagne. Unavailable

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

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. External link

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

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. External link

Lefebvre, M., & Guilbault, L. (2006, June). Statistical models for the errors in precipitation forecasts [Presentation]. In Annual meeting of the International Environmetrics Society (TIES 2006), Kalmar, Suède. Unavailable

Lefebvre, M. (2005, July). Diffusion processes having generalized Pareto probability density functions [Presentation]. In 13th INFORMS Applied Probability Conference, Ottawa, Ont.. Unavailable

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

Lefebvre, M. (2005, July). First passage problems for asymmetric Wiener processes [Presentation]. In 25th European Meeting of Statisticians, Oslo, Norvège. Unavailable

Lefebvre, M. (2005, October). Moments of first-passage places and related results for the integrated Brownian motion [Presentation]. In 13th Conference on Applied and Industrial Mathematics, Pitesti, Roumanie. Unavailable

Lefebvre, M. (2005, July). Optimal control problems with random final time [Presentation]. In 22nd IFIP TC7 Conference on System Modeling and Optimization, Turin, Italie. Unavailable

Lefebvre, M. (2005). Processus stochastiques appliqués. Unavailable

Lefebvre, M. (2005, April). Solutions de similitude d'un jeu différentiel stochastique [Paper]. 2e colloque sur les tendances dans les applications mathématiques en Tunisie, Tunis. Unavailable

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

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

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. Unavailable

Lefebvre, M. (2004, July). Generalized Pareto distributions as solutions to the Kolmogorov forward equation [Presentation]. In 3rd International Symposium on Extreme Value Analysis: Theory and Practice, Aveiro, Portugal. Unavailable

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. Unavailable

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

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

Lefebvre, M. (2003). Cours et exercices de probabilités appliquées. (2nd ed.). Unavailable

Lefebvre, M. (2003, June). Diffusion processes with Pareto densities and applications [Presentation]. In 1st Joint Meeting of CAIMS and SIAM, Montréal, Québec. Unavailable

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

Lefebvre, M. (2003, June). A one- and two-dimensional generalized Pareto model for the flow of a river [Presentation]. In 1st Joint Meeting of CAIMS and SIAM, Montréal, Québec. Unavailable

Lefebvre, M. (2003). Prévisions hydrologiques à court terme obtenues en utilisant la regression linéaire. [Short-term hydrological forecasts using linear regression]. Revue des Sciences de l'Eau, 16(2), 267-277. External link

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

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. External link

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

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

Lefebvre, M. (2002, June). First hitting time and place for the integrated geometric brownian motion [Presentation]. In 19th Nordic Conference on Mathematical Statistics, Stockholm, Suède. Unavailable

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

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

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

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

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

Lefebvre, M. (2002, July). A pursuit problem for processes with control-dependent variances [Presentation]. In SIAM 50th Anniversary and 2002 Annual Meeting, Philadelphia, Penn.. Unavailable

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

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

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. External link

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

Lefebvre, M. (2001, July). Exact solutions to two-dimensional homing problems [Presentation]. In 5th SIAM Conference on Control and its applications, San Diego, California. Unavailable

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

Lefebvre, M. (2001, July). A homing problem for diffusion processes with control-dependant variance [Presentation]. In 11th INFORMS Applied Probability Conference, New York, N.Y.. Unavailable

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. External link

Lefebvre, M. (2001, August). Modeling and forecasting the peak flows of a river [Presentation]. In Extremes 2001, Leuven, Belgique. Unavailable

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

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. Unavailable

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. External link

Lefebvre, M. (2000, June). First hitting place probabilities in two dimensions [Presentation]. In 18th Nordic Conference on Mathematical Statistics, Grimstad, Norvège. Unavailable

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

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. External link

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

Lefebvre, M. (2000, August). Survival maximization for a Laguerre population [Presentation]. In Destobio 2000, West Lafayette, Indiana. Unavailable

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

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

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

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. External link

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

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

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

Lefebvre, M. (1998, April). Using a Kolmogorov backward equation to solve a differential game [Presentation]. In 2nd Conference on Stochastic Analysis and Probabilities, Marrakech, Maroc. Unavailable

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

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

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

Lefebvre, M., & Labib, R. (1996, June). Risk sensitive optimal control of wear processes [Paper]. AMS/SIAM Seminar on Mathematics of Stochastic Manufacturing Systems, Williamsburg, VA, USA. Unavailable

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

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. External link

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. External link

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

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

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

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

Labib, R., Lefebvre, M., Ribeiro, J., & Rousselle, J. (1996). Modèles utilisant les processus de diffusion comme outils de prévision. (Technical Report). Unavailable

Lefebvre, M., & Labib, R. (1996, August). Modelling and controlling the flow of a river [Presentation]. In 16th Nordic Conference on Mathematical Statistics, Lahti, Finlande. Unavailable

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. Unavailable

Lefebvre, M. (1996). On the first passage time probaility problem for bidimensional Ornstein-Uhlenbeck processes. Sankhya: The indian journal of statistics, Série A, 58(part 2), 179-185. External link

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

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

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. Unavailable

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

Lefebvre, M. (1995, July). An optimal landing problem [Presentation]. In 14th European Conference on Operation Research, Jérusalem, Israël. Unavailable

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

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

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

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

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. External link

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

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

Lefebvre, M. (1994, August). Stochastic modeling and optimal control of wear processes [Presentation]. In 15th Nordic Conference in Mathematical Statistics, Lund, Suède. Unavailable

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. External link

Lefebvre, M. (1992, July). Sur une classe de problèmes en théorie des jeux différentiels [Paper]. 1res Journées de mathématiques appliquées, Rabat, Maroc. Unavailable

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

Lefebvre, M. (1991, August). On the relation between LQG problems and first-passage densities [Presentation]. In Workshop on Stochastic Estimation and Control, Mexíco, Mexique. Unavailable

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. External link

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

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

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

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

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

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

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. External link

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

Lefebvre, M. (1988, June). On the Optimal Control of the Integrated Brownian Motion [Paper]. American Control Conference, Atlanta, Georgia. External link

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

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

Lefebvre, M. (1987, December). An extension of a stochastic control theorem due to Whittle [Paper]. 26th IEEE Conference on Decision and Control, Los Angeles, California. External link

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

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

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

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. External link

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

M

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

N

N'Dri, K. D., & Lefebvre, M. (2018, June). Teaching differential equations online [Paper]. International Workshop on New Horizons in Teaching Science, Messina, Italie (4 pages). Published in Atti della Accademia Peloritana dei Pericolanti - Classe di Scienze Fisiche, Matematiche e Naturali, 99(S1). External link

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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. External link

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. External link

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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. Available

List generated on: Wed Feb 21 09:05:05 2024 EST