RECENT WORKS

  [2] F. Dufour and T. Prieto-Rumeau, Conditions for the solvability of the linear programming formulation for constrained discounted
        Markov decision processes, 20 pages.
  [1] R. Azaïs, F. Dufour and A. Gégout-Petit, Nonparametric estimation of the jump rate for piecewise-deterministic Markov processes, 26 pages. 

BOOK

  [1] O. Costa and F. Dufour, Continuous Average Control of Piecewise Deterministic Markov Processes.
        To appear in Springer Verlag in the series: SpringerBriefs in Mathematics, pages 120, 2013.
         http://www.springer.com/mathematics/probability/book/978-1-4614-6982-7

CHAPTERS of BOOK (recent)

  [2] O. Costa et F. Dufour, Continuous Control of Piecewise Deterministic Markov Processes with Long Run Average Cost.
        Titre du livre : Stochastic Processes, Finance and Control.
        A Festschrift in Honor of Robert J. Elliott.
        Editeurs : S. N. Cohen, D. B. Madan, T. Kuen Siu.
        World Scientific, 2012.
  [1] F. Dufour et T. Prieto-Rumeau, Approximation of Infinite Horizon Discounted Cost Markov Decision Processes.
        Titre du livre : Optimization, Control, and Applications of Stochastic Systems.
        In Honor of Onésimo Hernández-Lerma.
        Editeurs: D. Hernández-Hernández et A. Minjárez-Sosa.
        Birkhäuser (Boston), pages 59-76, 2012.
      

PUBLISHED PAPERS

  [45] A. Brandejsky, B. de Saporta and F. Dufour, Optimal stopping for partially observed piecewise-deterministic Markov processes,
          To appear in Stochastic Processes and their Applications, 38 pages, 2013.
  [44] F. Dufour and T. Prieto-Rumeau, Finite Linear Programming Approximations of constrained discounted Markov decision processes,
          To appear in SIAM Journal of Control and Optimization, 26 pages, 2013
  [43] F. Dufour and A. Piunovskiy, The expected total cost criterion for Markov decision processes under constraints.
         To appear in Advances in Applied Probability, Vol. 45, Issue 3, 33 pages, 2013.
  [42] R. Azaïs, F. Dufour and A. Gégout-Petit, Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes.
          To appear in Annales de l'Institut Henri Poincaré, 27 pages, 2013. 
  [41] O. Costa and F. Dufour, Average Control of Markov Decision Processes with Feller Transition Probabilities and General Action Space.
          Journal of Mathematical Analysis and Applications, Vol. 396, Issue 1, pp. 58–69, 2012. 
  [40] F. Dufour, M. Horiguchi and A. Piunovskiy, The expected total cost criterion for Markov decision processes under constraints:
          a convex analytic approach. Advances in Applied Probability, Vol. 44, Issue 3, pp. 774-793, 2012.
  [39] O. Costa and F. Dufour, Singularly Perturbed Discounted Markov Control Processes in a General State Space.
          SIAM Journal of Control and Optimization, Vol. 50, Issue 2, pp. 720-747, 2012.
  [38] A. Brandejsky, B. de Saporta and F. Dufour, Numerical method for expectations of piecewise-deterministic Markov processes,
          Communications in Applied Mathematics and Computational Science,  Vol. 7, Issue 1, pp. 63–104, 2012.
  [37] F. Dufour and T. Prieto-Rumeau, Approximation of Markov Decision Processes with General State Space.
          Journal of Mathematical Analysis and Applications, Vol. 388, Issue 2, pp. 1254-1267, 2012.
  [36] B. de Saporta and F. Dufour, Numerical method for impulse control of Piecewise Deterministic Markov Processes.
          Automatica, Vol. 48, Issue 5, pp. 779–793, 2012.
  [35] A. Brandejsky, B. de Saporta and F. Dufour, Numerical methods for the exit time of a piecewise-deterministic Markov process.
          Advances in Applied Probability,  Vol. 44, Issue 1, pp. 196-225, 2012.
  [34] B. de Saporta, F. Dufour, H. Zhang and C. Elegbede, Optimal stopping for the predictive maintenance of a structure subject to corrosion.
          Journal of Risk and Reliability, Vol. 226, Issue 2, pp. 169-181, 2012.
  [33] F. Dufour and R. Stockbridge, On the existence of strict optimal controls for constrained, controlled Markov processes in continuous-time.
          Stochastics, Vol. 84, Issue1, 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, Issue 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, Issue 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, Issue 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, Issue 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, Issue 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, Issue 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, Issue 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, Issue 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, Issue 2, pp. 1053-1077, 2008.
  [23] F. Dufour and B. Miller, Necessary conditions for optimal singular stochastic control problems,
          Stochastics,Vol. 79, Issue 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, Issue 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, Issue 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, Issue 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, Issue 3, pp. 401-415, 2005.
  [17] F. Dufour and B. Miller, Singular stochastic control problems,
          SIAM Journal of Control and Optimization, Vol 43, Issue 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, Issue 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, Issue 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, Issue 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, Issue 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, Issue 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, Issue 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, Issue 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, Issue 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, Issue 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, Issue 6, pp. 453-461, 1994.
    [2] F. Dufour and P. Bertrand, Stabilizing Control Law for Hybrid Models,
          IEEE Transactions on Automatic Control, Vol. 39, Issue 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, Issue 4, pp. 725-739, 1991.