Pierre L'Ecuyer

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Cahiers du GERAD

105 results — page 6 of 6

G-87-30
Discrete Event Dynamic Programming with Simultaneous Events
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This paper deals with an infinite-horizon discrete-event dynamic programming model with discounting, and with Borel state and action spaces. Instead of the ...

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G-86-05
The repair vs replacement problem: A stochastic control approach
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This paper is concerned with a <i>repair vs replacement</i> problem for a system observed in continuous time and subject to random failure. When the system ...

BibTeX reference
G-83-25
Approximation and bounds in discrete event dynamic programming
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This paper presents a general dynamic programming algorithm for the solution of optimal stochastic control problems concerning a class of discrete event syst...

BibTeX reference
G-83-06
Processus de décision markoviens à étapes discrètes: Application à des problèmes de remplacement d'équipement

Thèse de doctorat

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G-81-14
Preventive replacement for multi-component systems: An opportunistic discrete time dynamic programming model
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A preventive replacement problem is formulated in discrete time for a multicomponent system having non identical elements. The components are assumed to be ...

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