Postdoctoral positions:
Position 1:
***Objective***
The goal of this research is to study optimal control problems for Piecewise Deterministic Markov Processes (PDMP). This class of systems has been introduced into the literature by M.H.A. Davis as a general class of models suitable for formulating optimization problems in queuing and inventory systems, maintenance-replacement models, investment scheduling and many other areas of operation research.
It is worth to mention that the development of computational methods for the control of PDMPs has received little attention into the literature.
The proposed approach is based on quantization techniques for an underlying discrete-time Markov process.
Convergence results will be expected and numerical examples will be investigated.

The postdoc will be funded by the French National Agency of Research: ANR project FAUTOCOES.

*** Supervision ***
The research will be conducted under the supervision of B. de Saporta and F. Dufour in Bordeaux, France.
- Benoîte de Saporta (http://www.math.u-bordeaux.fr/~saporta/) is an associate professor at Bordeaux University.
- Francois Dufour (http://www.math.u-bordeaux.fr/~dufour/) is a professor in the project team CQFD of INRIA Bordeaux Sud-Ouest.


*** Background ***
We welcome applicants with a PhD degree in control theory, applied probability, or related fields.

*** Additionnal informations ***
The position is research only and is for one year.
The starting date could be from september-October 2012.

To apply please send a CV to
Benoite.deSaporta@math.u-bordeaux1.fr
and/or
dufour@math.u-bordeaux1.fr

Position 2:
***Objective***
This research project is concerned with the development of numerical methods for Markov decision processes (MDPs). Namely, we are interested in approximating numerically the optimal value function and the optimal controls for different classes of MDPs. We are concerned with optimality criteria such as the total expected cost criterion (for finite horizon problems) and, on the other hand, the total expected discounted cost and the average cost optimality criteria (for infinite horizon problems).
Convergence results will be expected and numerical examples will be investigated.

The postdoc will be funded by the French National Agency of Research: ANR project FAUTOCOES.

*** Supervision ***
The research will be conducted under the supervision of B. de Saporta and F. Dufour in Bordeaux, France.
- Benoîte de Saporta (http://www.math.u-bordeaux.fr/~saporta/) is an associate professor at Bordeaux University.
- Francois Dufour (http://www.math.u-bordeaux.fr/~dufour/) is a professor in the project team CQFD of INRIA Bordeaux Sud-Ouest.


*** Background ***
We welcome applicants with a PhD degree in control theory, applied probability, or related fields.

*** Additional informations ***
The position is research only and is for one year.
The starting date could be from september-October 2012.

To apply please send a CV to
Benoite.deSaporta@math.u-bordeaux1.fr
and/or
dufour@math.u-bordeaux1.fr