Publications

François Dufour
Institut Polytechnique de Bordeaux, ENSEIRB-MATMECA

Submitted papers

Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and actions spaces: Dufour, François; Prieto-Rumeau, Tomás

Minimum Contrast Estimators for Piecewise Deterministic Markov Processes: Costa, Oswaldo; Dufour, François; Genadot, Alexandre

Adaptive Average Control for Piecewise Deterministic Markov Processes: Costa, Oswaldo; Dufour, François; Genadot, Alexandre

Books

Numerical methods for simulation and optimization of piecewise deterministic Markov processes: De Saporta, Benoîte; Dufour, François; Huilong Zhang
Mathematics & Statistics. Wiley, 2015 (290 pages).

Continuous average control of piecewise deterministic Markov processes: Costa, Oswaldo; Dufour, François
Springer Briefs in Mathematics. Springer, New York, 2013. xii+116 pp.

Selected Book Chapters

Optimal control of piecewise deterministic Markov processes: Costa, Oswaldo; Dufour, François
A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Stochastic analysis, filtering, and stochastic optimization. Springer, 2022
Edited by George Yin, Thaleia Zariphopoulou

Numerical Approximations for Discounted Continuous Time Markov Decision Processes: Dufour, François; Prieto-Rumeau, Tomás
Modeling, Stochastic Control, Optimization, and Applications.
The IMA Volumes in Mathematics and its Applications (164). Springer, 2019
Edited by George Yin, Qing Zhang

Continuous control of piecewise deterministic Markov processes with long run average cost: Costa, Oswaldo; Dufour, François
A Festschrift in honor of Robert J. Elliott
Stochastic processes, finance and control. World Scientific Publishing, 2012
Edited by Samuel N. Cohen, Dilip Madan, Tak Kuen Siu and Hailiang Yang

Approximation of infinite horizon discounted cost Markov decision processes: Dufour, François; Prieto-Rumeau, Tomás
In honor of Onésimo Hernández-Lerma
Optimization, control, and applications of stochastic systems. Birkhäuser/Springer, 2012
Edited by Daniel Hernández-Hernández and J. Adolfo Minjárez-Sosa

Papers

[75] Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and actions spaces: Dufour, François; Prieto-Rumeau, Tomás
To appear in Journal of Applied Probability, 33 pages, 2023

[74] Absorbing Markov Decision Processes: Dufour, François; Prieto-Rumeau, Tomás
To appear in ESAIM: Control, Optimisation and Calculus of Variations, 19 pages, 2023

[73] Nash Equilibria for Total Expected Reward Absorbing Markov Games: The Constrained and Unconstrained Cases: Dufour, François; Prieto-Rumeau, Tomás
To appear in Applied Mathematics and Optimization, 40 pages, 2023

[72] Adaptive Discounted Control for Piecewise Deterministic Markov Processes: Costa, Oswaldo; Dufour, François
Journal of Mathematical Analysis and Applications 58(2), 23 pages, 2023

[71] Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games: Dufour, François; Prieto-Rumeau, Tomás
SIAM Journal on Control Optimization 60(2), 945–967, 2022

[70] Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process: Dufour, François; Prieto-Rumeau, Tomás
Journal of Mathematical Analysis and Applications, 505(2): 21 pages, 2022

[69] On the equivalence of the integral and differential Bellman equations in impulse control problems: Dufour, François; Piunovskiy, Alexey; Plakhov, Alexander
International Journal of Control, 95(1): 173–186, 2022

[68] Integro-Differential Optimality Equations for the Risk-Sensitive Control of Piecewise Deterministic Markov Processes: Costa, Oswaldo; Dufour, François
Mathematical Methods of Operations Research, 93(2): 327–357, 2021

[67] A convex programming approach for discrete-time Markov decision processes under the expected total reward optimization criterion: Dufour, François; Genadot, Alexandre
SIAM Journal on Control and Optimization, 58(4), 2535–2566, 2020

[66] Power-of-d-Choices with Memory: Fluid Limit and Optimality: Anselmi, Jonatha; Dufour, François
Mathematics of Operations Research, 45(3): 862-888, 2020

[65] On the expected total cost with unbounded returns for Markov decision processes: Dufour, François; Genadot, Alexandre
Applied Mathematics and Optimization, 82(2): 433-450, 2020

[64] Hamilton-Jacobi-Bellman Inequality for the Average Control of Piecewise Deterministic Markov Processes: Costa, Oswaldo; Dufour, François
Stochastics, 91(6): 817–835, 2019

[63] Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances: Dufour, François; Prieto-Rumeau, Tomás
Dynamic Games and Applications, 9(1): 68-102, 2019

[62] Zero-Sum Discounted Reward Criterion Games for Piecewise Deterministic Markov Processes: Costa, Oswaldo; Dufour, François
Applied Mathematics and Optimization, 78(3): 587–611, 2018

[61] Computable approximations for average Markov decision processes in continuous-time: Anselmi, Jonatha; Dufour, François; Prieto-Rumeau, Tomás
Journal of Applied Probability, 55(2): 571-592, 2018

[60] Controlling IL-7 injections in HIV-infected patients: Pasin, Chloé; Dufour, François; Villain, Laura; Zhang, Huilong; Thiébaut, Rodolphe
Bulletin of Mathematical Biology, 80(9): 2349–2377, 2018

[59] Stochastic Control of Observer Trajectories in Passive Tracking with Acoustic Signal Propagation Optimization: Zhang, Huilong; De Saporta, Benoîte; Dufour; François; Laneuville Dann, Negre Adrien
IET Radar Sonar and Navigation, 12(1): 112–120, 2018

[58] Partially observed optimal stopping problem for discrete-time Markov processes: De Saporta, Benoîte; Dufour, François; Nivot, Christophe
4OR A Quarterly Journal of Operations Research, 15(3): 277–302, 2017

[57] Optimal strategies for impulse control of piecewise deterministic Markov processes: De Saporta, Benoîte; Dufour, François; Geeraert Alizée
Automatica, 77(2): 219–229, 2017

[56] Optimal impulsive control of piecewise deterministic Markov processes: Dufour, François; Horiguchi, Masayuki; Piunovskiy, Alexey
Stochastics, 88(7): 1073-1098, 2016

[55] Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures: Anselmi, Jonatha; Dufour, François; Prieto-Rumeau, Tomás
Journal of Mathematical Analysis and Applications, 443(2): 1323–1361, 2016

[54] Constrained and Unconstrained Optimal Control of Piecewise Deterministic Markov Processes: Costa, Oswaldo; Dufour, François; Piunovskiy Alexey
SIAM Journal on Control and Optimization, 54(3): 1444–1474, 2016

[53] Impulsive control for continuous-time Markov Decision Processes: a linear programming approach: Dufour, François; Piunovskiy Alexey
Applied Mathematics and Optimization, 74(1): 129-161, 2016

[52] Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes: Dufour, François; Prieto-Rumeau, Tomás
Applied Mathematics and Optimization, 74(1): 27-51, 2016

[51] Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities: Dufour, François; Prieto-Rumeau, Tomás
Stochastics, 87(2): 273-307, 2015

[50] Impulsive control for continuous-time Markov decision processes: Dufour, François; Piunovskiy, Alexey
Advances in Applied Probability, 47(1): 106-127, 2015

[49] A Linear Programming Formulation for Constrained Discounted Continuous Control for Piecewise Deterministic Markov Processes: Costa, Oswaldo; Dufour, François
Journal of Mathematical Analysis and Applications, 424(2): 892–914, 2015

[48] Piecewise Deterministic Markov Processes based approach applied to an offshore oil production system: Zhang, Huilong; Innal, Fares; Dufour, François; Dutuit, Yves
Reliability Engineering & System Safety, 126: 126–134, 2014

[47] Stochastic Approximations of Constrained Discounted Markov Decision Processes: Dufour, François; Prieto-Rumeau, Tomás
Journal of Mathematical Analysis and Applications, 413(2): 856–879, 2014

[46] Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes: Azaïs, Romain; Dufour, François; Gégout-Petit, Anne
Scandinavian Journal of Statistics, 41(4): 950–969, 2014

[45] Optimal stopping for partially observed piecewise-deterministic Markov processes: Brandejsky, Adrien; de Saporta, Benoîte; Dufour, François
Stochastic Processes and their Applications, 123(8): 3201–3238, 2013

[44] Finite linear programming approximations of constrained discounted Markov decision processes: Dufour, François; Prieto-Rumeau, Tomás
SIAM J. Control and Optimization, 51(2): 1298–1324, 2013

[43] The expected total cost criterion for Markov decision processes under constraints: Dufour, François; Piunovskiy, Alexey
Advances in Applied Probability, 45(3): 837–859, 2013

[42] Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes: Azaïs, Romain; Dufour, François; Gégout-Petit, Anne
Ann. Inst. Henri Poincaré Probabilités et Statistiques, 49(4): 1204–1231, 2013

[41] Average control of Markov decision processes with Feller transition probabilities and general action spaces: Costa, Oswaldo; Dufour, François
Journal of Mathematical Analysis and Applications, 396(1): 58–69, 2012

[40] The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach: Dufour, François; Horiguchi, Masayuki; Piunovskiy, Alexey
Advances in Applied Probability, 44(3): 774–793, 2012

[39] Approximation of Markov decision processes with general state space: Dufour, François; Prieto-Rumeau, Tomás
Journal of Mathematical Analysis and Applications, 388(2): 1254–1267, 2012

[38] Optimal stopping for the predictive maintenance of a structure subject to corrosion: De Saporta, Benoîte; Dufour, François; Huilong Zhang; Elegbede, Charles
Journal of Risk and Reliability, 226(2): 169-181, 2012

[37] Singularly perturbed discounted Markov control processes in a general state space: Costa, Oswaldo; Dufour, François
SIAM J. Control and Optimization, 50(2): 720–747, 2012

[36] Numerical method for impulse control of piecewise deterministic Markov processes: De Saporta, Benoîte; Dufour, François
Automatica, 48(5): 779–793, 2012

[35] Numerical methods for the exit time of a piecewise-deterministic Markov process: Brandejsky, Adrien; De Saporta, Benoîte; Dufour, François
Advances in Applied Probability, 44(1): 196–225, 2012

[34] Numerical method for expectations of piecewise deterministic Markov processes: Brandejsky, Adrien; De Saporta, Benoîte; Dufour, François
Communications in Applied Mathematics and Computational Science, 7(1): 63–104, 2012

[33] On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time: Dufour, Francois; Stockbridge, Richard
Stochastics, 84(1): 55–78, 2012

[32] Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes: Costa, Oswaldo; Dufour, Francois
Applied Mathematics and Optimization, 63(3): 357–384, 2011

[31] Multiobjective stopping problem for discrete-time Markov processes: convex analytic approach: Dufour, Francois; Piunovskiy, Alexey
Journal of Applied Probability, 47(4): 947–966, 2010

[30] Average continuous control of piecewise deterministic Markov processes: Costa, Oswaldo; Dufour, François
SIAM J. Control and Optimization, 48(7): 4262–4291, 2010

[29] The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes: Costa, Oswaldo; Dufour, Francois
Applied Mathematics and Optimization, 62(2): 185–204, 2010

[28] Numerical method for optimal stopping of piecewise deterministic Markov processes: De Saporta, Benoîte; Dufour, François; Gonzalez, Karen
The Annals of Applied Probability, 20(5): 1607–1637, 2010

[27] The vanishing discount approach for the average continuous control of piecewise deterministic Markov processes: Costa, Oswaldo; Dufour, François
Journal of Applied Probability, 46(4): 1157–1183, 2009

[26] Almost sure stabilization for feedback controls of regime-switching linear systems with a hidden Markov chain: Bercu, Bernard; Dufour, François; Yin, George
IEEE Trans. Automat. Control, 54(9): 2114–2125, 2009

[25] Piecewise deterministic Markov processes and dynamic reliability: Zhang, Huilong; Dufour, François; Dutuit, Yves; Gonzales, Karen
Journal of Risk and Reliability, 222(4): 545-551, 2009

[24] Stability and ergodicity of piecewise deterministic Markov processes: Costa, Oswaldo; Dufour, François
SIAM J. Control and Optimization 47(2): 1053–1077, 2008

[23] Necessary conditions for optimal singular stochastic control problems: Dufour, François; Miller, Boris
Stochastics, 79(5): 469–504, 2007

[22] Ergodic properties and ergodic decompositions of continuous-time Markov processes: Costa, Oswaldo; Dufour, François
Journal of Applied Probability, 43(3): 767–781, 2006

[21] Maximum principle for singular stochastic control problems: Dufour, François; Miller, Boris
SIAM J. Control and Optimization, 45(2): 668–698, 2006

[20] A sufficient condition for the existence of an invariant probability measure for Markov processes: Costa, Oswaldo; Dufour, François
Journal of Applied Probability, 42(3): 873–878, 2005

[19] State and mode estimation for discrete-time jump Markov systems: Elliott, Robert; Dufour, François; Malcolm, Paul
SIAM J. Control and Optimization, 44(3): 1081–1104, 2005

[18] On the ergodic decomposition for a class of Markov chains: Costa, Oswaldo; Dufour, François
Stochastic Processes and their Applications, 115(3): 401–415, 2005

[17] Singular stochastic control problems: Dufour, François; Miller, Boris
SIAM J. Control and Optimization, 43(2): 708–730, 2004

[16] On the Poisson equation for piecewise-deterministic Markov processes: Costa, Oswaldo; Dufour, François
SIAM J. Control and Optimization, 42(3): 985–1001, 2003

[15] Generalized solutions in nonlinear stochastic control problems: Dufour, François; Miller, Boris
SIAM J. Control and Optimization, 40(6): 1724–1745, 2002

[14] Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains: Costa, Oswaldo; Dufour, François
Statistics & Probability Letters, 53(1): 47–57, 2001

[13] Discrete-time estimation of a Markov chain with marked point process observations: Allam, Sébastien; Dufour, François; Bertrand, Pierre
IEEE Trans. Automat. Control 46 (2001), no. 6, 903–908

[12] Invariant probability measures for a class of Feller Markov chains: Costa, Oswaldo; Dufour, François
Statistics & Probability Letters, 50(1): 13–21, 2000

[11] Optimal stopping with continuous control of piecewise deterministic Markov processes: Costa, Oswaldo; Raymundo, C.; Dufour, François
Stochastics, 70(1-2): 41–73, 2000

[10] Stability of piecewise-deterministic Markov processes: Costa, Oswaldo; Dufour, François
SIAM J. Control and Optimization, 37(5): 1483–1502, 1999

[9] Filtering with discrete state observations: Dufour, François; Elliott, Robert
Applied Mathematics and Optimization, 40(2): 259–272, 1999

[8] Discrete time nonlinear filtering with marked point process observations: Dufour, François; Kannan Dan
Stochastic Analysis and Applications, 17(1): 99–115, 1999

[7] Adaptive control of linear systems with Markov perturbations: Dufour, François; Elliott, Robert
IEEE Trans. Automat. Control, 43(3): 351–372, 1998

[6] On the JLQ problem with uncertainty: Bernard, Fabienne; Dufour, François; Bertrand, Pierre
IEEE Trans. Automat. Control, 42(6): 869–872, 1997

[5] Exact hybrid filters in discrete time: Elliott, Robert; Dufour, François; Sworder, Dave
IEEE Trans. Automat. Control, 41(12): 1807–1810, 1996

[4] An image-based filter for discrete-time Markovian jump linear systems: Dufour, François; Bertrand, Pierre
Automatica, 32(2): 241–247, 1996

[3] The filtering problem for continuous-time linear systems with Markovian switching coefficients: Dufour, François; Bertrand, Pierre
Systems & Control Letters, 23(6): 453–461, 1994

[2] Stabilizing control law for hybrid models: Dufour, François; Bertrand, Pierre
IEEE Trans. Automat. Control, 39(11): 2354–2357, 1994

[1] Tracking a 3D Maneuvring Target with Passive Sensors: Dufour, François; Mariton, Michel
IEEE Trans. Aero. and Electr. Systems, 27(4): 725-739, 1991