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Habilitation à diriger des recherches

Contrôle impulsionnel des processus de Markov

Abstract : This work concerns optimal stopping and impulsive control problems for Markov processes, mainly Feller processes, and the corresponding variational and quasi-variational inequalities. Instantaneous control, control with delayed actions, as well as systems of inequalities are studied. The results include caracterisations of the optimal cost function and the existence and the form of an optimal control.
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Habilitation à diriger des recherches
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https://tel.archives-ouvertes.fr/tel-00735779
Contributor : Maurice Robin <>
Submitted on : Wednesday, September 26, 2012 - 4:59:45 PM
Last modification on : Monday, March 21, 2016 - 11:32:39 AM
Long-term archiving on: : Friday, December 16, 2016 - 5:33:08 PM

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  • HAL Id : tel-00735779, version 1

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Maurice Robin. Contrôle impulsionnel des processus de Markov. Optimisation et contrôle [math.OC]. Université Paris Dauphine - Paris IX, 1978. ⟨tel-00735779⟩

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