Documents publiés en "2013"

Département de mathématiques et de génie industriel

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

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

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

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