RECENT WORKS

  [3] R. Azaïs, F. Dufour and A. Gégout-Petit, Nonparametric estimation of the jump rate for piecewise-deterministic Markov processes, 26 pages. 
  [2]  R. Azaïs, F. Dufour and A. Gégout-Petit, Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes, 27 pages. 
  [1] O. Costa and F. Dufour, Average Control of Markov Decision Processes with Feller Transition Probabilities and General Action Space, 17 pages. 
 
PUBLISHED PAPERS

  [40] F. Dufour, M. Horiguchi and A. Piunovskiy, The expected total cost criterion for Markov decision processes under constraints:
          a convex analytic approach. To appear in Advances in Applied Probability, 24 pages.
  [39] O. Costa and F. Dufour, Singularly Perturbed Discounted Markov Control Processes in a General State Space.
          To appear in SIAM Journal of Control and Optimization, 29 pages.
  [38] A. Brandejsky, B. de Saporta and F. Dufour, Numerical method for expectations of piecewise-deterministic Markov processes,
          To appear in Communications in Applied Mathematics and Computational Science, 23 pages.
  [37] F. Dufour and T. Prieto-Rumeau, Approximation of Markov Decision Processes with General State Space.
          To appear in Journal of Mathematical Analysis and Applications, 19 pages.
  [36] B. de Saporta and F. Dufour, Numerical method for impulse control of Piecewise Deterministic Markov Processes.
          To appear in Automatica, 24 pages.
  [35] A. Brandejsky, B. de Saporta and F. Dufour, Numerical methods for the exit time of a piecewise-deterministic Markov process.
          To appear in Advances in Applied Probability, 23 pages.
  [34] B. de Saporta, F. Dufour, H. Zhang and C. Elegbede, Optimal stopping for the predictive maintenance of a structure subject to corrosion.
          To appear in Journal of Risk and Reliability, 29 pages.
  [33] F. Dufour and R. Stockbridge, On the existence of strict optimal controls for constrained, controlled Markov processes in continuous-time.
          Stochastics, Vol. 84, No.1, pp. 55-78, 2012.
  [32] O. Costa and F. Dufour, Singular Perturbation for the discounted continuous control of piecewise deterministic Markov processes.
          Applied Mathematics and Optimization, Vol. 63, No. 3, pp. 357-384, 2011.
  [31] F. Dufour and A. Piunovskiy, Multi-objective stopping problem for discrete-time Markov processes,
          Journal of Applied Probability,  Vol. 47, No. 4, pp. 947-966, 2010.
  [30] O. Costa and F. Dufour, The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes,
          Applied Mathematics and Optimization, Vol. 62, No. 2, pp. 185-204, 2010.
  [29] B. de Saporta, F. Dufour and K. Gonzalez, Numerical method for optimal stopping of piecewise deterministic Markov processes,
          Annals of Applied Probability, Vol. 20, No. 5, pp. 1607–1637, 2010.
  [28] O. Costa and F. Dufour, Average control of piecewise deterministic Markov processes,
          SIAM Journal of Control and Optimization, Vol. 48, No. 7, pp. 4262-4291, 2010.
  [27] O. Costa and F. Dufour, The Vanishing discount approach for the average continuous control of piecewise deterministic Markov processes,
          Journal of Applied Probability, Vol. 46, No. 4, pp. 1157-1183, 2009.
  [26] B. Bercu, F. Dufour and G. Yin, Almost sure stabilization for feedback controls of regime-switching linear systems with a hidden Markov chain,
          IEEE Transactions on Automatic Control, Vol. 54, No. 9, pp. 2114-2125, 2009.
  [25] H. Zhang, K. Gonzales, F. Dufour and Y. Dutuit, Piecewise deterministic Markov processes and dynamic reliability,
          Journal of Risk and Reliability, Vol. 222, No. 4, pp. 545-551, 2009.
  [24] O. Costa and F. Dufour, Stability and Ergodicity of Piecewise Deterministic Markov Processes,
          SIAM Journal of Control and Optimization, Vol. 47, No. 2, pp. 1053-1077, 2008.
  [23] F. Dufour and B. Miller, Necessary conditions for optimal singular stochastic control problems,
          Stochastics,Vol. 79, No. 5, pp. 469-504, 2007.
  [22] O. Costa and F. Dufour, Ergodic properties and ergodic decompositions of continuous-time Markov processes,
          Journal of Applied Probability, Vol. 43, No. 3, pp. 767-781, 2006.
  [21] F. Dufour and B. Miller, Maximum principle for singular stochastic control problems,
          SIAM Journal of Control andOptimization, Vol. 45, No. 2, pp. 668-698, 2006.
  [20] O. Costa and F. Dufour, Sufficient condition for the existence of an invariant probability measure for Markov processes,
          Journal of Applied Probability, Vol. 42, No. 3, pp. 873-878, 2005.
  [19] R. Elliott, F. Dufour and P. Malcom, State and Mode Estimation For Discrete-Time Jump Markov Systems,
          SIAM Journal of Control and Optimization, Vol. 44, No 3, pp. 1081-1104, 2005.
  [18] O.L.V. Costa and F. Dufour, On the Ergodic Decomposition for a Class of Markov Chains,
          Stochastic Processes and their Applications, Vol 115, No. 3, pp. 401-415, 2005.
  [17] F. Dufour and B. Miller, Singular stochastic control problems,
          SIAM Journal of Control and Optimization, Vol 43, No. 2, pp. 708-730, 2004.
  [16] O.L.V. Costa and F. Dufour, On the Poisson equation for piecewise-deterministic Markov processes,
          SIAM Journal of Control and Optimization, Vol 42, No. 3, pp. 985-1001, 2003.
  [15] F. Dufour and B. Miller, Generalized solutions in nonlinear stochastic control problems,
          SIAM Journal of Control and Optimization, Vol 40, No. 6, pp. 1724-1745, 2002.
  [14] O.L.V. Costa and F. Dufour, Necessary and Sufficient Conditions for Non-Singular Invariant Probability Measures for Feller Markov Chains, 
          Statistics and Probability Letters, Vol 53, pp. 47-57, 2001.
  [13] S. Allam, F. Dufour and P. Bertrand, Discrete Time Estimation of a Markov Chain with Marked Point Process Observation,
          IEEE Trans on Automatic Control, Vol. 46, No. 6, pp. 903-908, 2001.
  [12] O.L.V. Costa and F. Dufour Invariant Probability Measures for a class of Feller Markov Chains,
          Statistics and Probability Letters, Vol 50, pp. 13-21, 2000.
  [11] O.L.V. Costa, C.A.B. Raymundo and F. Dufour, Optimal Stopping with Continuous Control of Piecewise-Deterministic Markov Processes,
          Stochastics and Stochastic Reports, Vol 70, pp. 41-73, 2000.
  [10] F. Dufour and O. Costa, Stability of Piecewise-deterministic Markov processes,
          SIAM Journal of Control and Optimization, Vol 37, No. 5, pp. 1483-1502, 1999.
    [9] F. Dufour and R. Elliott, Filtering with discrete state observations,
          Applied Mathematics and Optimization, Vol 40, pp. 259-272, 1999.
    [8] F. Dufour and D. Kannan, Discrete time nonlinear filtering with marked point process observations,
          J. Stochastic Analysis and Applications, Vol 17, No. 1, pp. 99-115, 1999.
    [7] F. Dufour and R. Elliott Adaptive control of linear systems with Markov perturbations,
          IEEE Transactions on Automatic Control, Vol. 43, No. 3, pp. 351-372, 1998.
    [6] F. Bernard, F. Dufour and P. Bertrand, On the JLQ Problem with Uncertainty,
          IEEE Transactions on Automatic Control, Vol. 42, No. 6, pp. 869-872, 1997.
    [5] R. Elliott, F. Dufour and D. Sworder, Exact Hybrid Filters in discrete time,
          IEEE Transactions on Automatic Control, Vol. 41, No. 12, pp. 1807-1810, 1996.
    [4] F. Dufour and P. Bertrand, An Image Based Filter for Discrete-time Markovian Jump Linear Systems,
          Automatica, Vol. 32, No. 2, pp. 241-247, 1996.
    [3] F. Dufour and P. Bertrand, The Filtering Problem for Continuous-time Linear Systems with Markovian Switching Coefficients,
          Systems & Control Letters, Vol. 23, No. 6, pp. 453-461, 1994.
    [2] F. Dufour and P. Bertrand, Stabilizing Control Law for Hybrid Models,
          IEEE Transactions on Automatic Control, Vol. 39, No. 11, pp. 2354-2357, 1994.
    [1] F. Dufour and M. Mariton, Tracking a 3D Maneuvring Target with Passive Sensors,
          IEEE Transactions on Aerospace and Electronic Systems, Vol. 27, No. 4, pp. 725-739, 1991.