Introduction à la commande stochastique v.0.9 - Jean-Pierre ...
Introduction à la commande stochastique v.0.9 - Jean-Pierre ...
Introduction à la commande stochastique v.0.9 - Jean-Pierre ...
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
170 BIBLIOGRAPHIE<br />
[23] V.P. MASLOV, S.N. SAMBORSKI (1992) Idempotent Analysis. Advances in<br />
Soviet Math. 13, Amer. Math. Society.<br />
[24] E. PAP (1995) Null-additive set functions. Math. and Appl. N.337, KLU-<br />
WER.<br />
[25] J.S. Go<strong>la</strong>n (1992)The theory of semirings with applications in mathematics<br />
and theoretical computer sciences. Pitman.<br />
[26] J.-P. QUADRAT (1989) Théorèmes asymptotiques en programmation dynamique.<br />
CRAS 311.<br />
[27] J.-P. QUADRAT and MAX-PLUS working group (1997) Min-plus linearity<br />
and statistical mechanics. Markov Processes and Re<strong>la</strong>ted Fields 3.<br />
[28] U. ZIMMERMANN (1981) Linear and combinatorial optimization inn ordered<br />
algebrai structures. Annals of discrete math. N. 10 North-Hol<strong>la</strong>nd.<br />
[29] R. BELLMAN (1957) Dynamic programming. Princeton University Press.<br />
[30] A. BENSOUSSAN (1982) Stochastics control by functional analysis method.<br />
North-hol<strong>la</strong>nd.<br />
[31] A. BENSOUSSAN, J. L. LIONS (1978) Application des inéquations variationnelles<br />
en contrôle <strong>stochastique</strong>. Dunod.<br />
[32] D. BERTSEKAS(1976) Dynamic programming and stochastic control. Academic<br />
Press.<br />
[33] J.P. BICKEL, N. EL KAROUI, M. YOR (1979) Ecole d’été de probabilités<br />
de Saint Flour, Lecture Notes in Math. n. 876. Springer-Ver<strong>la</strong>g.<br />
[34] J. M. BISMUT (1981) Mécanique aléatoire, Lecture Notes in Math. n. 866.<br />
Springer-Ver<strong>la</strong>g.<br />
[35] C. DERMAN (1970) Finite state markovian decision processes. Academic<br />
Press.<br />
[36] F. DELEBECQUE, J.-P. QUADRAT (1978) Contribution of stochastic<br />
control singu<strong>la</strong>r perturbation averaging and team theory to an example of<br />
<strong>la</strong>rge system management of hydropower production, IEEE Transaction on<br />
Automatic Control, April.<br />
[37] F. DELEBECQUE, J.-P. QUADRAT (1981) Optimal control of Markov<br />
chains admitting weak and stong interactions. Automatica april.<br />
[38] W. H. FLEMING, R. W. RISHEL (1975)Deterministic and stochastic optimal<br />
control. Springer-Ver<strong>la</strong>g.<br />
[39] M. FLIESS (1973) Automates et séries rationnelles non commutatives dans<br />
“Automata <strong>la</strong>nguages programming”,édité par Nivat. North Hol<strong>la</strong>nd.<br />
[40] M. GOURSAT, J. P. QUADRAT (1987) Optimal stochastic control: Numerical<br />
methods.Systems & Control Encyclopedia édité par M. G. Singh. Pergamon<br />
Press.<br />
[41] O. HERNANDEZ-LERMA (1989) Adaptative Markov control processes.<br />
Springer Ver<strong>la</strong>g.<br />
[42] R. A. HOWARD (1960) Dynamic programming and Markov process.<br />
J.Wiley.<br />
[43] P. R. KUMAR, P. VARAIYA (1986) Stochastic systems: estimation, identification<br />
and adaptative control. Prentice-hall.<br />
[44] H. KUSHNER (1971) <strong>Introduction</strong> to stochastic control. Holt, Rinehart and<br />
Winston.<br />
[45] S. M. ROSS (1983) <strong>Introduction</strong> to dynamic programming. Academic Press.<br />
[46] P. L. LIONS (1982) Generalized solutions of Hamilton Jacobi equations.<br />
Notes in Math. Pitman.<br />
[47] J.-P. QUADRAT, M. VIOT (1973) Méthodes de simu<strong>la</strong>tionen programmation<br />
dynamique <strong>stochastique</strong> RAIRO, avril.