François Dufour

Publication Activity (10 Years)

Years Active: 1994-2024
Publications (10 Years): 13

Top Topics

Markov Processes

Markov Decision Process

Nash Equilibria

Stochastic Control

Top Venues

SIAM J. Control. Optim.

J. Appl. Probab.

Publications

Oswaldo L. V. Costa, François Dufour, Alexandre Génadot
Adaptive average control for piecewise deterministic Markov processes. Syst. Control. Lett. 192 (2024)
François Dufour, Alexei B. Piunovskiy, Alexander Plakhov
On the equivalence of the integral and differential Bellman equations in impulse control problems. Int. J. Control 95 (1) (2022)
François Dufour, Tomás Prieto-Rumeau
Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games. SIAM J. Control. Optim. 60 (2) (2022)
Oswaldo L. V. Costa, François Dufour
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes. Math. Methods Oper. Res. 93 (2) (2021)
Jonatha Anselmi, François Dufour
-Choices with Memory: Fluid Limit and Optimality. Math. Oper. Res. 45 (3) (2020)
François Dufour, Alexandre Genadot
A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion. SIAM J. Control. Optim. 58 (4) (2020)
François Dufour, Tomás Prieto-Rumeau
Approximation of Discounted Minimax Markov Control Problems and Zero-Sum Markov Games Using Hausdorff and Wasserstein Distances. Dyn. Games Appl. 9 (1) (2019)
Jonatha Anselmi, François Dufour, Tomás Prieto-Rumeau
Computable approximations for average Markov decision processes in continuous time. J. Appl. Probab. 55 (2) (2018)
Jonatha Anselmi, François Dufour
Power-of-d-Choices with Memory: Fluid Limit and Optimality. CoRR (2018)
Benoîte de Saporta, François Dufour, Christophe Nivot
Partially observed optimal stopping problem for discrete-time Markov processes. 4OR 15 (3) (2017)
Benoîte de Saporta, François Dufour, Alizée Geeraert
Optimal strategies for impulse control of piecewise deterministic Markov processes. Autom. 77 (2017)
Huilong Zhang, François Dufour, Jonatha Anselmi, Dann Laneuville, Adrien Negre
Piecewise optimal trajectories of observer for bearings-only tracking by quantization. FUSION (2017)
Oswaldo L. V. Costa, François Dufour, Alexei B. Piunovskiy
Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes. SIAM J. Control. Optim. 54 (3) (2016)
Huilong Zhang, Dann Laneuville, Benoîte de Saporta, Adrien Negre, François Dufour
Optimal trajectories for underwater vehicles by quantization and stochastic control. FUSION (2014)
Huilong Zhang, Fares Innal, François Dufour, Yves Dutuit
Piecewise Deterministic Markov Processes based approach applied to an offshore oil production system. Reliab. Eng. Syst. Saf. 126 (2014)
François Dufour, Tomás Prieto-Rumeau
Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes. SIAM J. Control. Optim. 51 (2) (2013)
Benoîte de Saporta, François Dufour
Numerical method for impulse control of piecewise deterministic Markov processes. Autom. 48 (5) (2012)
Oswaldo L. V. Costa, François Dufour
Singularly Perturbed Discounted Markov Control Processes in a General State Space. SIAM J. Control. Optim. 50 (2) (2012)
Oswaldo L. V. Costa, François Dufour
Singular control for discounted Markov Decision Processes in a general state space. CDC/ECC (2011)
Benoîte de Saporta, François Dufour, Huilong Zhang, Charles Elegbede
Optimal stopping for the predictive maintenance of a structure subject to corrosion. CoRR (2011)
Oswaldo L. V. Costa, François Dufour
Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. CDC (2010)
Oswaldo L. V. Costa, François Dufour
Average Continuous Control of Piecewise Deterministic Markov Processes. SIAM J. Control. Optim. 48 (7) (2010)
Bernard Bercu, François Dufour, Gang George Yin
Almost Sure Stabilization for Feedback Controls of Regime-Switching Linear Systems With a Hidden Markov Chain. IEEE Trans. Autom. Control. 54 (9) (2009)
Oswaldo L. V. Costa, François Dufour
The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes. CDC (2009)
Benoîte de Saporta, François Dufour, Karen Gonzalez
Numerical method for optimal stopping of hybrid processes. ADHS (2009)
Oswaldo L. V. Costa, François Dufour
Stability and Ergodicity of Piecewise Deterministic Markov Processes. SIAM J. Control. Optim. 47 (2) (2008)
Oswaldo L. V. Costa, François Dufour
The vanishing approach for the average continuous control of piecewise deterministic Markov processes. CDC (2008)
Oswaldo L. V. Costa, François Dufour
Stability and ergodicity of piecewise deterministic Markov processes. CDC (2008)
François Dufour, Boris M. Miller
Maximum Principle for Singular Stochastic Control Problems. SIAM J. Control. Optim. 45 (2) (2006)
Robert J. Elliott, François Dufour, W. Paul Malcolm
On The Performance of Gaussian Mixture Estimation Techniques for Dicrete-Time Jump Markov Linear Systems. CDC (2006)
W. Paul Malcolm, Robert J. Elliott, François Dufour, M. Sanjeev Arulampalam
An Algorithmic Estimation Scheme for Hybrid Stochastic Systems. CDC/ECC (2005)
Robert J. Elliott, François Dufour, W. Paul Malcolm
State and Mode Estimation for Discrete-Time Jump Markov Systems. SIAM J. Control. Optim. 44 (3) (2005)
Robert J. Elliott, W. Paul Malcolm, François Dufour
Exact Smoothers for Discrete-Time Hybrid Stochastic Systems. CDC/ECC (2005)
Robert J. Elliott, François Dufour, W. Paul Malcolm
New Gaussian mixture state estimation schemes for discrete time hybrid Gauss-Markov systems. ACC (2005)
Oswaldo L. V. Costa, François Dufour
Average Continuous Control of Piecewise Deterministic Markov Processes. CDC/ECC (2005)
François Dufour, Boris M. Miller
Singular Stochastic Control Problems. SIAM J. Control. Optim. 43 (2) (2004)
Oswaldo L. V. Costa, François Dufour
On the Poisson Equation for Piecewise-Deterministic Markov Processes. SIAM J. Control. Optim. 42 (3) (2003)
François Dufour, Boris M. Miller
Generalized Solutions in Nonlinear Stochastic Control Problems. SIAM J. Control. Optim. 40 (6) (2002)
François Dufour, B. Miller
Existence of the optimal generalized solutions in nonlinear stochastic control problems. ECC (2001)
Sébastien Allam, François Dufour, Pierre Bertrand
Discrete-time estimation of a Markov chain with marked point process observations. Application to Markovian jump filtering. IEEE Trans. Autom. Control. 46 (6) (2001)
Sébastien Allam, François Dufour, Pierre Bertrand
Finite fast fourier transform filter for discrete linear systems with Markov jump parameters. ECC (1999)
Dann Laneuville, François Dufour, Pierre Bertrand
A new architecture for maneuvering target tracking: The hybrid imaging filter. ECC (1999)
François Dufour, Robert J. Elliott
Adaptive control of linear systems with Markov perturbations. IEEE Trans. Autom. Control. 43 (3) (1998)
François Dufour, F. Bernard, Pierre Bertrand
On the JLQ problem with uncertainty. IEEE Trans. Autom. Control. 42 (6) (1997)
Robert J. Elliott, François Dufour, David D. Sworder
Exact hybrid filters in discrete time. IEEE Trans. Autom. Control. 41 (12) (1996)
François Dufour, Pierre Bertrand
An image-based filter for discrete-time markovian jump linear systems. Autom. 32 (2) (1996)
François Dufour, Pierre Bertrand
Stabilizing control law for hybrid models. IEEE Trans. Autom. Control. 39 (11) (1994)