14.06.2014 Views

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 ...

SHOW MORE
SHOW LESS

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.

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!