Lefebvre, M. (2025). A Homing Problem for a Geometric Brownian Motion and Its Integral. WSEAS Transactions on systems and control, 20, 9-12.
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Lefebvre, Mario

Directory of Experts
Lefebvre, Mario
Directory of Experts
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Mario Lefebvre (302)
- 2025 (8)
Journal article Journal article Lefebvre, M. (2025). Bounds for the value function and optimal control in homing problems. Arabian Journal of Mathematics.Journal article Lefebvre, M. (2025). Controlled Filtered Poisson Processes. Mathematics, 13(2), 12 pages.Journal article Lefebvre, M., & Mrad, R. (2025). First Exit and Optimization Problems for a CIR Diffusion Process. WSEAS Transactions on Mathematics, 24, 382-388.Journal article Lefebvre, M., & Elmojtaba, I. M. (2025). First-Hitting Problems for Jump-Diffusion Processes with State-Dependent Uniform Jumps. Mathematics, 13(10), 1629 (14 pages).Journal article Lefebvre, M. (2025). Minimization of the expected first-passage area for a one-dimensional diffusion process. Optimization, 11 pages.Journal article Lefebvre, M. (2025). Optimal control problems for Erlang Loss Systems. Axioms, 14(2), 130 (12 pages).Journal article Lefebvre, M. (2025). Similarity Solutions of Partial Differential–Integral Equations from the Theory of Stochastic Processes. Symmetry, 17(5), 704.
- 2024 (14)
Journal article Lefebvre, M. (2024). A controlled discrete-time queueing system as a model for the orders of two competing companies. Games, 15(3), 19 (8 pages).Journal article Lefebvre, M. (2024). A First-Passage-Time Problem for a Discrete-Time Markov Process. International Journal of Applied Mathematics Computational Science and Systems Engineering, 6, 76-81.Journal article Lefebvre, M. (2024). An Optimal Landing Problem for a Bessel Process. WSEAS TRANSACTIONS ON SYSTEMS, 23, 518-520.Journal article Lefebvre, M. (2024). A Stochastic Model for the Impact of Climate Change on Temperature and Precipitation. WSEAS Transactions on Environment and Development, 20, 726-734.Journal article Lefebvre, M. (2024). Exact solutions to differential equations with different arguments. Buletinul Academiei de Ştiinţe a Republicii Moldova Matematica (3(103)), 96-102.Journal article Lefebvre, M. (2024). Exact solutions to first-passage problems for jump-diffusion processes. Bulletin of the Polish Academy of Sciences, 15 pages.Journal article Lefebvre, M. (2024). Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral. Statistics & Probability Letters, 205, 109956 (5 pages).Journal article Lefebvre, M. (2024). First-hitting Place Optimization Problems for Two-dimensional Degenerate Diffusion Processes. WSEAS Transactions on systems and control, 19, 353-359.Journal article Lefebvre, M. (2024). Modeling and optimal control of infectious diseases. Mathematics, 12(13), 2139 (12 pages).Journal article Lefebvre, M. (2024). On the ability of engineering students to get correct answers in mathematics examinations. Acta et Commentationes Sciences of Education, 34(4), 6 pages.Journal article Lefebvre, M. (2024). On the remaining lifespan of devices. Stochastic Models in Probability and Statistics, 1(1), 105-118.Journal article Lefebvre, M., & Yaghoubi, R. (2024). Optimal control of a queueing system. Optimization, 1-14.Journal article Lefebvre, M., & Yaghoubi, R. (2024). Optimal inspection and maintenance policy: integrating a continuous-time Markov Chain into a homing problem. Machines, 12(11), 795 (13 pages).Journal article Lefebvre, M., & Yaghoubi, R. (2024). Optimal service time distribution for an M/G/1 waiting queue. Axioms, 13(9), 594 (14 pages).
- 2023 (10)
Journal article Lefebvre, M. (2023). A boundary value problem for a non-linear diffrence equation. Archives of Control Sciences, 33(4), 829-837.Journal article Lefebvre, M. (2023). A discrete-time homing problem with two optimizers. Games, 14(6), 68 (10 pages).Journal article Lefebvre, M. (2023). A first-passage-place problem for integrated diffusion processes. Journal of Applied Probability, 13 pages.Journal article Lefebvre, M. (2023). An Explicit Solution to a Discrete-time Stochastic Optimal Control Problem. WSEAS Transactions on Systems, 368-371.Conference paper Lefebvre, M. (2023, October). An optimal control problem for a modified M/G/k queueing system [Paper]. Workshop on Intelligent Information Systems (WIIS 2023), Chisinau, Republic of Moldova (8 pages).Journal article Lefebvre, M. (2023). An optimal control problem without control costs. Mathematical Biosciences and Engineering, 20(3), 5159-5168.Journal article Lefebvre, M. (2023). Controlled two-dimensional Markov chains between two absorbing barriers. The Journal of Difference Equations and Applications, 30(3), 278-286.Journal article Lefebvre, M. (2023). First-Passage Times and Optimal Control of Integrated Jump-Diffusion Processes. Fractal and Fractional, 7(2), 152 (14 pages).Journal article Lefebvre, M. (2023). Optimal control of jump-diffusion processes with random parameters. Buletinul Academiei de Ştiinţe a Republicii Moldova Matematica (3(100)), 22-29.Journal article Lefebvre, M. (2023). Reducing the Size of a Waiting Line Optimally. WSEAS Transactions on systems and control, 18, 342-345.
- 2022 (21)
Journal article Lefebvre, M. (2022). A first-passage problem for exponential integrated diffusion processes. Journal of Stochastic Analysis, 3(3), 12 pages.Conference paper Lefebvre, M. (2022, August). An application of Markov chains in meteorology [Presentation]. In 29th Conference on Applied and Industrial Mathematics (CAIM 2022), Chisinau, Moldavie.Journal article Lefebvre, M. (2022). An exact formula for the value of a portfolio at a random final time. Revue Roumaine de Mathématiques Pures et Appliquées, 67(3-4), 67-75.Conference paper Lefebvre, M. (2022, October). An inverse stochastic optimal control problem [Presentation]. In International Conference on Electronics, Communications and Computing (IC ECCO-2022), Chisinau, Moldavie.Journal article Lefebvre, M., & Pazhoheshfar, P. (2022). An optimal control problem for the maintenance of a machine. International Journal of Systems Science, 53(15), 3364-3373.Journal article Lefebvre, M. (2022). A Wiener process with jumps to model the logarithm of new epidemic cases. AIMS Biophysics, 9(3), 271-281.Journal article Lefebvre, M. (2022). Estimation of the return periods in hydrology. Advances in Environmental and Engineering Research, 3(4), 49 (9 pages).Journal article Lefebvre, M. (2022). First-exit problems for integrated diffusion processes with state-dependent jumps. Wseas Transactions on Mathematics, 21, 864-868.Journal article Lefebvre, M. (2022). First-passage problems for diffusion processes with state-dependent jumps. Communications in Statistics - Theory and Methods, 51(9), 2908-2918.Journal article Lefebvre, M. (2022). Forecasting the Long-term Monthly Variations of Major Floods. WSEAS Transactions on Environment and Development, 18(46), 481-485.Conference paper Lefebvre, M. (2022, July). Forecasting the long-term variations of temperature and precipitation in Jordan [Presentation]. In 7th Palestinian Conference on Modern Trends in Mathematics and Physics, Birzeit, Palestine.Journal article Lefebvre, M. (2022). Minimizing or maximizing the first-passage time to a time-dependent boundary. Optimization, 71(2), 387-401.Journal article Lefebvre, M. (2022). On a Non-Linear Differential-Integral Equation. Lobachevskii Journal of Mathematics, 43(11), 3216-3221.Journal article Lefebvre, M. (2022). On the Duration of an Epidemic. Differential Equations and Dynamical Systems, 11 pages.Journal article Lefebvre, M. (2022). On the Inverse LQG Homing Problem. Journal of Contemporary Mathematical Analysis-Armenian Academy of Sciences, 57(2), 122-130.Journal article Lefebvre, M. (2022). On the inverse LQG homing problem. Proceedings of the NAS Armenia: Mathematics, 57(2), 44-55.Conference paper Lefebvre, M. (2022, November). On the number of states in a modified M/M/2/n queueing model [Presentation]. In AUA-UAEU Workshop on Graph Theory, Combinatorics and Applications (GTCA 2022), Al-Ain, United Arab Emirates.Conference paper Lefebvre, M. (2022, June). Optimal control of compound Poisson processes [Paper]. 4th International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2022), Craiova, Romania (5 pages). Published in ITM Web of Conferences, 49.Journal article Lefebvre, M. (2022). Probabilistic solutions of integral equations from optimal control. Journal of Integral Equations and Applications, 34(2), 215-227.Journal article Lefebvre, M. (2022). The homing problem for autoregressive processes. IMA Journal of Mathematical Control and Information, 39(1), 322-344.Journal article Lefebvre, M. (2022). The inverse first-passage-place problem for Wiener processes. Stochastic Analysis and Applications, 40(1), 96-102.
- 2021 (7)
Journal article Lefebvre, M. (2021). Exact solutions to optimal control problems for wiener processes with exponential jumps. Journal of Stochastic Analysis, 2(2), 10 pages.Journal article Lefebvre, M., & Moutassim, A. (2021). Exact solutions to the homing problem for a Wiener process with jumps. Optimization, 70(2), 307-319.Journal article Lefebvre, M. (2021). Moments of First-Passage Places for Jump-Diffusion Processes. Sankhya A, 83(1), 245-253.Conference paper Lefebvre, M. (2021, September). Nanoparticles Brownian motion [Presentation]. In International Summer School on Nanostructures and Biomaterials: Assembly and Characterization Methods, Lipari, Italie.Journal article Lefebvre, M. (2021). On a modified M/M/m/n queueing model. Computer Science Journal of Moldova, 29(1), 29-40.Conference paper Lefebvre, M. (2021, March). Stochastic modeling in hydrology [Presentation]. In International Workshop on New Horizons in Experimental Investigation Techniques for Condensed Matter Systems, Messina, Italie.Conference paper Lefebvre, M. (2021, July). Survival maximization for time series [Presentation]. In Mathematics & IT: Research and Education (MITRE-2021), Chisinau, Moldavie.
- 2020 (8)
Conference paper Lefebvre, M. (2020, October). Analytical solution to an LQG homing problem in two dimensions [Paper]. 3rd International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2020), Craiova, Romania. Published in ITM Web of Conferences, 34.Journal article Lefebvre, M. (2020). A stochastic model for computer virus propagation. Journal of Dynamics & Games, 7(2), 163-174.Journal article Lefebvre, M. (2020). Computer virus propagation modelled as a stochastic differential game. Atti della Accademia Peloritana dei Pericolanti - Classe di Scienze Fisiche, Matematiche e Naturali, 98(1).Journal article Lefebvre, M. (2020). Exit problems for jump-diffusion processes with uniform jumps. Journal of Stochastic Analysis, 1(1).Journal article Lefebvre, M. (2020). Maximizing the expected remaining useful lifetime of a weakly controlled device. Engineering Optimization, 52(9), 1588-1597.Journal article Lefebvre, M. (2020). Mean of a first-passage time for a two-dimensional diffusion process. Romanian Journal of Pure and Applied Mathematics, 65(1), 37-44.Journal article Lefebvre, M. (2020). Stochastic optimal control of a two-dimensional dynamical system. Journal of Engineering Science, 27(2), 377-343.Journal article Lefebvre, M. (2020). The ruin problem for a Wiener process with state-dependent jumps. Journal of Applied Mathematics Statistics and Informatics, 16(1), 13-23.
- 2019 (11)
Conference paper Lefebvre, M. (2019, May). A Markov chain model for floods and earthquakes [Paper]. 56th ESReDA Seminar, Linz, Austria.Journal article Lefebvre, M. (2019). An application of queueing theory in hydrology. Atti Accademia Peloritana Dei Pericolanti-Classe Di Scienze Fisiche Matematiche E Naturali, 97(S2 - A18), 6 pages.Conference paper Lefebvre, M. (2019, June). Applied stochastic processes [Presentation]. In Mathematics & IT: Research and Education (MITRE-2019), Chisinau, Moldavie.Conference paper Lefebvre, M. (2019, December). Computer virus propagation modelled as a stochastic differential game [Presentation]. In Scientific Meeting of the Accademia Peloritana dei Pericolanti, Classe di Scienze Fisiche, Matematiche e Naturali, Messina, Italie.Conference paper Lefebvre, M., & Moutassim, A. (2019, October). Exact solutions to the homing problem for a Wiener process with jumps [Presentation]. In 14th International Seminar on Optimization and Related Areas, Lima, Pérou.Conference paper Lefebvre, M. (2019, December). Forecasting the long-term variations of meteorological and geological events by using stochastic processes [Presentation]. In International Conference on Atmospheric Monitoring, Modeling and Simulation, Messina, Italie.Journal article Lefebvre, M. (2019). Modelling and forecasting temperature and precipitation in Italy. Atti della Academia Peloritana dei Pericolanti, 97(2), 9 pages.Conference paper Lefebvre, M. (2019, June). On a partial integro-differential equation from financial mathematics [Presentation]. In Mathematics & IT: Research and Education (MITRE-2019), Chisinau, Moldavie.Conference paper Lefebvre, M. (2019, September). Optimal control of a stochastic system related to the Kermack-McKendrick model [Paper]. 5th Conference of Mathematical Society of Moldova (IMCS 55), Chisinau, Republic of Moldova.Conference paper Lefebvre, M. (2019, October). Stochastic optimal control of a two-dimensional dynamical system [Presentation]. In International Conference on Electronics, Communications and Computing (ICECCO-2019), Chisinau, Moldavie.Journal article Lefebvre, M., & Moutassim, A. (2019). The LQG homing problem for a Wiener process with random infinitesimal parameters. Archives of Control Sciences, 29(3), 413-422.
- 2018 (10)
Conference paper Lefebvre, M. (2018, May). An exact formula for the value of a portfolio at a random final time [Presentation]. In 61st Meeting of EURO Working Group for Commodities and Financial Modelling, Kaunas, Lithuania.Conference paper Lefebvre, M. (2018, April). A two-dimensional diffusion process as a degradation model [Paper]. 54th ESReDA Seminar, Nantes, France (12 pages).Conference paper Lefebvre, M. (2018, August). Exact solutions to an optimal control problem for an Ornstein-Uhlenbeck process with random parameters [Presentation]. In 6th Palestinian Conference on Modern Trends in Mathematics and Physics, Tulkarm, Palestine.Journal article Lefebvre, M., & Moutassim, A. (2018). Exact solutions to an optimal control problem for an Ornstein-Uhlenbeck process with random parameters. Palestine Technical University Research Journal, 6(2), 33-33.Journal article Lefebvre, M. (2018). LGQ homing problems for processes used in financial mathematics. Romanian Journal of Pure and Applied Mathematics, 63(1), 27-37.Conference paper Lefebvre, M. (2018, December). Modelling and forecasting temperature and precipitation in Italy [Presentation]. In Scientific Meeting of the Academia Peloritana dei Pericolanti, Classe di Scienze Fisiche, Matematiche e Naturali, Messina, Italie.Conference paper Lefebvre, M., & Moutassim, A. (2018, October). Optimal control problems for diffusion processes with random parameters [Presentation]. In 2nd International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2018), Craiova, Roumanie.Conference paper Lefebvre, M., & Moutassim, A. (2018, August). Optimal control problems for diffusion processes with random parameters [Paper]. International Conference on Differential Geometry - Dynamical Systems (DGDS 2018), Mangalia, Romania. Published in BSG Proceedings, 26.Journal article Lefebvre, M. (2018). Optimally ending an epidemic. Optimization, 67(3), 399-407.Conference paper N'Dri, K. D., & Lefebvre, M. (2018, June). Teaching differential equations online [Paper]. International Workshop on New Horizons in Teaching Science, Messina, Italie (4 pages). Published in Atti della Accademia Peloritana dei Pericolanti - Classe di Scienze Fisiche, Matematiche e Naturali, 99(S1).
- 2017 (6)
Conference paper Lefebvre, M. (2017, November). An application of queuing theory in hydrology [Presentation]. In Workshop on New Approaches to Study Complex Systems, Messina, Italie.Conference paper Lefebvre, M., & Moutassim, A. (2017, November). An optimal control problem for a wiener process with random infinitesimal mean [Paper]. International Workshop on New Approaches to Study Complex Systems, Messina, Italie (9 pages). Published in Atti della Accademia Peloritana dei Pericolanti - Classe di Scienze Fisiche, Matematiche e Naturali, 97(S2 - A1).Conference paper Lefebvre, M. (2017, October). Applications of stochastic processes in reliability theory and in hydrology [Presentation]. In 8th International Conference on Mathematical Models for Engineering Science (MMES 2017), London, UK.Journal article Lefebvre, M. (2017). Estimating the probability of exceeding a given river flow threshold. Applied Sciences, 19, 76-83.Journal article Ionescu, A., Lefebvre, M., & Munteanu, F. (2017). Feedback Linearization and Optimal Control of the Kermack-McKendrick Model for the Spread of Epidemics. Advances in Analysis, 2(3), 157-166.Conference paper Lefebvre, M. (2017, July). Mean of a first-passage time for a two-dimensional diffusion process [Paper]. 10th International Conference on Mathematical Methods in Reliability (MMR 2017), Grenoble, France (5 pages).
- 2016 (11)
Book Lefebvre, M. (2016). Équations différentielles. (2nd ed.).Conference paper Lefebvre, M. (2016, April). Estimating the probability of exceeding a given river flow threshold [Presentation]. In International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2016), Craiova, Roumanie.Journal article Lefebvre, M., & Zitouni, F. (2016). Exact and approximate solutions to LQG homing problems in one and two dimensions. Optimal Control Applications and Methods, 37(1), 127-138.Journal article Lefebvre, M. (2016). Improving the accuracy of river flow forecasts. International Journal of Civil Engineering and Applications, 6(1), 6 pages.Journal article Lefebvre, M., & Bensalma, F. (2016). On the probability of exceeding a given river flow threshold. Hydrological Sciences Journal, 61(12), 2205-2212.Journal article Lefebvre, M. (2016). Optimal and Suboptimal Control of a Standard Brownian Motion. Archives of Control Sciences, 26(3), 383-394.Conference paper Lefebvre, M. (2016, July). Optimal control of a stochastic version of the Kermack-McKendrick model [Presentation]. In 5th Palestinian Conference on Modern Trends in Mathematics and Physics, Jénine, Palestine.Conference paper Ionescu, A., & Lefebvre, M. (2016, May). Optimal control of a stochastic version of the Lotka-Volterra model [Presentation]. In International Conference on Approximation Theory and its Applications (ICATA 2016), Sibiu, Roumanie.Journal article Ionescu, A., Lefebvre, M., & Munteanu, F. (2016). Optimal control of a stochastic version of the Lotka-Volterra model. General mathematics, 24(1-2), 3-10.Conference paper Lefebvre, M. (2016, September). Stochastic optimal control of a mixing flow model [Presentation]. In 24th Conference on Applied and Industrial Mathematics, Craiova, Roumanie.Journal article Lefebvre, M., & Ionescu, A. (2016). Stochastic optimal control of a mixing flow model. ROMAI Journal, 12(2), 77-83.
- 2015 (7)
Conference paper Lefebvre, M., & Bensalma, F. (2015, April). Computation of the distribution of stochastic processes after a jump [Presentation]. In 2nd International Conference on Mathematics and Statistics, American University of Sharjah, É. A. U..Book Lefebvre, M. (2015). Cours et exercices de probabilités appliquées : incluant les notions de base de statistique. (3rd ed.).Journal article Lefebvre, M., & Bensalma, F. (2015). Modeling and forecasting river flows by means of filtered Poisson processes. Applied Mathematical Modelling, 39(1), 230-243.Conference paper Lefebvre, M. (2015, December). Obtaining more accurate estimates of the probability of exceeding a given river flow threshold [Presentation]. In International Conference on Business, Management and Applied Science, New York, N. Y..Journal article Lefebvre, M., & Bensalma, F. (2015). On the distribution of a river flow at the time of the next increase. Canadian Journal of Civil Engineering, 42(12), 1146-1148.Conference paper Lefebvre, M. (2015, November). Suboptimal solutions to LQG homing problems [Paper]. 14th International Conference on Mathematics and its Applications (ICMA 2015), Timi.Conference paper Lefebvre, M., & Zitouni, F. (2015, October). Using symmetry to solve LQG homing problems in one and two dimensions [Presentation]. In 12th International Seminar on Optimization and Related Areas, Lima, Pérou.
- 2014 (8)
Journal article Lefebvre, M., & Zitouni, F. (2014). Analytical solutions to LQG homing problems in one dimension. Systems Science & Control Engineering, 2(1), 41-47.Journal article Lefebvre, M., & Bensalma, F. (2014). An application of filtered renewal processes in hydrology. International Journal of Engineering Mathematics, 2014, 9 pages.Conference paper Lefebvre, M. (2014, October). Improving the accuracy of river flow forecasts [Presentation]. In Data Analysis and Modeling in Earth Sciences (DAMES 2014), Milan, Italie.Journal article Zitouni, F., & Lefebvre, M. (2014). Linearization of a matrix riccati equation associated to an optimal control problem. International Journal of Differential Equations, 2014, 1-7.Journal article Lefebvre, M. (2014). LQG homing for jump-diffusion processes. ROMAI Journal, 10(2), 1-6.Conference paper Lefebvre, M. (2014, September). LQG homing for jump-diffusion processes [Presentation]. In 22nd Conference on Applied and Industrial Mathematics, Bacau, Roumanie.Conference paper Lefebvre, M., & Bensalma, F. (2014, November). On the probability of exceeding a given river flow threshold [Presentation]. In 5th Statistics in Hydrology International Workshop (STAHY 2014), Abou Dhabi, É. A. U..Book Lefebvre, M. (2014). Processus stochastiques appliqués. (2nd ed.).
- 2013 (5)
Conference paper Lefebvre, M., & Zitouni, F. (2013, October). Analytical solutions to LQG homing problems in one dimension [Presentation]. In 11th International Seminar on Optimization and Related Areas, Lima, Pérou.Journal article Lefebvre, M. (2013). Controlling a Two-Dimensional Diffusion Process at Most Until a Fixed Time. Optimization, 62(12), 1651-1659.Journal article Lefebvre, M., & Kounta, M. (2013). Discrete homing problems. Archives of Control Sciences, 23(1), 5-18.Journal article Lefebvre, M. (2013). First passage to a semi-infinite line for a two-dimensional Wiener process. ROMAI Journal, 9(1), 61-68.Journal article Kounta, M., & Lefebvre, M. (2013). On discrete version of the CIR process. Journal of Difference Equations and Applications, 19(8), 1276-1291.
- 2012 (8)
Journal article Lefebvre, M. (2012). Diffusion processes with generalized beta density functions. International Journal of Open Problems in Computer Science and Mathematics, 5(3), 8-8.Book Lefebvre, M. (2012). Exercices corrigés d'équations différentielles.Conference paper Lefebvre, M. (2012, August). First passage to a semi-infinite line for a two-dimensional Wiener process [Presentation]. In 20th Conference on Applied and Industrial Mathematics, Chisinau, Moldavie.Journal article Lefebvre, M., & Zitouni, F. (2012). General LQG homing problems in one dimension. International Journal of Stochastic Analysis, 2012, 803724 (15 pages).Journal article Makasu, C., & Lefebvre, M. (2012). LQG Homing Problem With a Maximin Cost. Journal of the Franklin Institute, 349(5), 1944-1950.Journal article Lefebvre, M., & Makasu, C. (2012). Probabilistic solution to a two-dimensional LQG homing problem. Control and Cybernetics, 41(1), 5-12.Journal article Lefebvre, M., & Aoudia, D. A. (2012). Two-Dimensional Diffusion Processes as Models in Lifetime Studies. International Journal of Systems Science, 43(10), 1943-1949.Conference paper Lefebvre, M. (2012, August). Using new technologies in the classroom [Paper]. 20th Conference on Applied and Industrial Mathematics - Communications in Education, Chisinau, Moldavie.
- 2011 (8)
Journal article Lefebvre, M., & Perotto, S. (2011). A semi-Markov process with an inverse Gaussian distribution as sojourn time. Applied Mathematical Modelling, 35(9), 4603-4610.Journal article Lefebvre, M., & Kounta, M. (2011). First hitting problems for Markov chains that converge to a geometric Brownian motion. ISRN Discrete Mathematics, 2011, 346503.Journal article Lefebvre, M. (2011). LQG homing in a finite time interval. Journal of Control Science and Engineering, 2011, 1-3.Journal article Lefebvre, M. (2011). Maximizing the mean exit time of a brownian motion from an interval. International Journal of Stochastic Analysis, 2011, 1-5.Journal article Bo, L., & Lefebvre, M. (2011). Mean first passage times of two-dimensional processes with jumps. Statistics and probability letters, 81(8), 1183-1189.Book Lefebvre, M. (2011). Probabilités, statistique et applications.Journal article Lefebvre, M. (2011). Similarity solutions of partial differential equations in probability. Journal of Probability and Statistics, 2011, 1-13.Journal article Lefebvre, M. (2011). Stochastic optimal control in a danger zone. International Journal of Systems Science, 42(4), 653-659.
- 2010 (10)
Conference paper Lefebvre, M. (2010, August). Controlling a two-dimensional diffusion process at most until a fixed time [Presentation]. In 28th European Meeting of Statisticians, Le Pirée, Grèce.Journal article Lefebvre, M. (2010). Explicit solutions to the Kolmogorov backward equation. Advances and applications in statistical sciences, 2(1), 51-57.Journal article Lefebvre, M. (2010). Forcing a controlled diffusion process to leave through the right end of an interval. ROMAI Journal, 6(2), 181-184.Journal article Lefebvre, M. (2010). Is the internet slowing down? Advances and applications in statistical sciences, 1(2), 481-486.Conference paper Lefebvre, M. (2010, June). LQG homing in a finite time interval [Paper]. 2e congrès International de la Société Marocaine de Mathématiques Appliquées, Rabat, Maroc.Conference paper Lefebvre, M. (2010, October). Maximizing a function of the survival time of a Wiener process in an interval [Paper]. International Conference on Stochastic Analysis and Applied Probability (SAAP 2010), Yasmine Hammamet, Tunisia.Journal article Lefebvre, M. (2010). Maximizing or minimizing survival time in the case of random parameters. Asian Journal of Control, 12(2), 231-236.Journal article Lefebvre, M. (2010). Mean first-passage time to zero for wear processes. Stochastic Models, 26(1), 46-53.Journal article Lefebvre, M. (2010). Nearly Gaussian distributions and application. Communications in Statistics - Theory and Methods, 39(5), 823-836.Journal article Lefebvre, M. (2010). Strictly increasing Markov chains as wear processes. ROMAI Journal, 6(1), 119-124.
- 2009 (12)
Journal article Lefebvre, M. (2009). Analysis of temperature and precipitation forecasts. Advances and applications in mathematical sciences, 1(1), 81-90.Conference paper Lefebvre, M., & Perotto, S. (2009, June). A semi-Markov process with an inverse Gaussian distribution as sojourn time [Presentation]. In 3rd International Symposium on Semi-Markov Models, Cagliari, Italie.Book Lefebvre, M. (2009). Basic probability theory with applications.Conference paper Lefebvre, M., & Ait Aoudia, D. (2009, December). Explicit solutions to the Kolmogorov backward equation [Presentation]. In SIAM Conference on Analysis of Partial Differential Equations, Miami, Florida.Journal article Lefebvre, M., & Guilbault, J.-L. (2009). First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck Process. International Journal of Mathematics and Mathematical Sciences, 2009, 1-12.Journal article Lefebvre, M., & Guilbault, J.-L. (2009). On a non-homogeneous difference equation from probability theory. Tatra Mountains mathematical publications, 43(1), 81-90.Journal article Lefebvre, M., & Guilbault, J.-L. (2009). On a process derived from a filtered Poisson process. Revue Roumaine de Mathématiques Pures et Appliquées, 54(2), 147-159.Journal article Lefebvre, M. (2009). On the influence of the type of exams on the performance of students. ROMAI Educational Journal, 4, 22-28.Journal article Lefebvre, M. (2009). Optimal control problems with random final time. International Journal of Pure and Applied Mathematics, 55(2), 153-165.Conference paper Lefebvre, M. (2009, November). Optimizing the time spent by diffusion processes in intervals [Paper]. 2nd International Meeting on Optimization Modelization and Approximation (MOMA 2009), Casablanca, Maroc. Published in International journal of open problems in computer science and mathematics, 3(4).Conference paper Lefebvre, M. (2009, September). Strictly increasing Markov chains as wear processes [Presentation]. In 17th Conference on Applied and Industrial Mathematics, Constanta, Roumanie.Conference paper Lefebvre, M. (2009, March). Two-dimensional diffusion processes as models in lifetime studies [Paper]. 9th Workshop on Stochastic Models and Their Applications, Aachen, Allemagne.
- 2008 (10)
Conference paper Lefebvre, M. (2008, October). Avoiding bankruptcy at all costs [Presentation]. In 16th Conference on Applied and Industrial Mathematics, Oradea, Roumanie.Journal article Lefebvre, M. (2008). Avoiding bankruptcy at all costs. ROMAI Journal, 4(2), 127-134.Book Lefebvre, M. (2008). Équations différentielles.Conference paper Lefebvre, M. (2008, December). Forcing a controlled diffusion process to leave through the right end of an interval [Paper]. 9th International Conference on Numerical Analysis and Optimization, Mohammedia, Maroc.Journal article Lefebvre, M. (2008). Generalized Filtered Poisson Processes and Application in Hydrology. Statistics & Probability Letters, 78(18), 3274-3276.Journal article Lefebvre, M. (2008). On a diffusion process intermediate between standard Brownian motion and the Ornstein-Uhlenbeck process. ROMAI Journal, 4(1), 131-137.Conference paper Guilbault, J.-L., & Lefebvre, M. (2008, June). On a non-homogeneous difference equation from probability theory [Presentation]. In Conference on Differential and Difference Equations and Applications, Stre.Conference paper Lefebvre, M. (2008, October). On the influence of the type of exams on the performance of students [Presentation]. In 16th Conference on Applied and Industrial Mathematics, Oradea, Roumanie.Journal article Lefebvre, M. (2008). The Gambler's Ruin Problem for a Markov Chain Related to the Bessel Process. Statistics & Probability Letters, 78(15), 2314-2320.Journal article Lefebvre, M., & Guilbault, J. L. (2008). Using Filtered Poisson Processes to Model a River Flow. Applied Mathematical Modelling, 32(12), 2792-2805.
- 2007 (8)
Conference paper Lefebvre, M. (2007, August). Analysis of weather forecasts [Presentation]. In International Symposium on Business and Industrial Statistics, Ponta Delgada, Açores, Portugal.Conference paper Lefebvre, M. (2007, July). Avoiding a random barrier as long as possible [Presentation]. In 6th International Congress on Industrial and Applied Mathematics (ICIAM 2007), Zurich, Suisse.Journal article Lefebvre, M. (2007). Diffusion processes with reflecting boundaries and random initial states. Journal of Engineering and Applied Sciences, 2(1), 241-243.Journal article Lefebvre, M. (2007). Exact and approximate probability densities for Wiener processes with random initial states. International Journal of Pure and Applied Mathematics, 36(1), 1-11.Journal article Lefebvre, M., & Guilbault, L. (2007). Statistical models for the errors in precipitation forecasts. Journal of Engineering and Applied Sciences, 2(6), 27-28.Conference paper Lefebvre, M. (2007, October). Survival optimization for a diffusion process [Presentation]. In 15th Conference on Applied and Industrial Mathematics, Mioveni, Roumanie.Journal article Lefebvre, M. (2007). Survival optimization for a diffusion process. ROMAI Journal, 3(1), 141-150.Conference paper Lefebvre, M. (2007, July). The gambler's ruin problem for a Markov chain related to the Bessel process [Le problème de la ruine du joueur pour une chaîne de Markov reliée au processus de Bessel]. [Presentation]. In 1er Congrès Franco-Espagnol de Mathématiques (ICFEM 2007), Zaragoza, Espagne.
- 2006 (11)
Journal article Lefebvre, M. (2006). A One- and Two-Dimensional Generalized Pareto Model for a River Flow. Applied Mathematical Modelling, 30(2), 155-163.Book Lefebvre, M. (2006). Applied Probability and Statistics.Book Lefebvre, M. (2006). Applied Stochastic Processes.Journal article Lefebvre, M. (2006). Diffusion processes having generalized Pareto probability density functions. International Journal of Pure and Applied Mathematics, 32(4), 517-524.Conference paper Lefebvre, M. (2006, September). Diffusion processes with reflecting boundaries and random initial states [Presentation]. In 13th International Conference of the Forum for Interdisciplinary Mathematics on Interdisciplinary Mathematical and Statistical Techniques (SCRA-FIM 2006), Tomar, Portugal.Journal article Lefebvre, M. (2006). First passage problems for asymmetric Wiener processes. Journal of Applied Probability, 43(1), 175-184.Conference paper Lefebvre, M., & Guilbault, J. L. (2006, July). Modeling and forecasting a river flow [Presentation]. In 14th European Conference on Mathematics for Industry, Madrid, Espagne.Journal article Lefebvre, M. (2006). Moments of first-passage places and related results for the integrated Brownian motion. ROMAI Journal, 2(2), 101-108.Journal article Lagace, P. J., Wong, M. H., Lefebvre, M., & Fortin, J. (2006). Multilayer Resistivity Interpretation and Error Estimation Using Electrostatic Images. IEEE Transactions on Power Delivery, 21(4), 1954-1960.Journal article Lefebvre, M. (2006). Solutions de similitude d'un jeu différentiel stochastique. ARIMA (Revue africaine de la recherche en informatique et mathématiques appliquées), 5, 203-212.Conference paper Lefebvre, M., & Guilbault, L. (2006, June). Statistical models for the errors in precipitation forecasts [Presentation]. In Annual meeting of the International Environmetrics Society (TIES 2006), Kalmar, Suède.
- 2005 (7)
Journal article Lefebvre, M. (2005). A filtered renewal process as a model for a river flow. Mathematical Problems in Engineering, 2005(1), 49-59.Conference paper Lefebvre, M. (2005, July). Diffusion processes having generalized Pareto probability density functions [Presentation]. In 13th INFORMS Applied Probability Conference, Ottawa, Ont..Conference paper Lefebvre, M. (2005, July). First passage problems for asymmetric Wiener processes [Presentation]. In 25th European Meeting of Statisticians, Oslo, Norvège.Conference paper Lefebvre, M. (2005, October). Moments of first-passage places and related results for the integrated Brownian motion [Presentation]. In 13th Conference on Applied and Industrial Mathematics, Pitesti, Roumanie.Conference paper Lefebvre, M. (2005, July). Optimal control problems with random final time [Presentation]. In 22nd IFIP TC7 Conference on System Modeling and Optimization, Turin, Italie.Book Lefebvre, M. (2005). Processus stochastiques appliqués.Conference paper Lefebvre, M. (2005, April). Solutions de similitude d'un jeu différentiel stochastique [Paper]. 2e colloque sur les tendances dans les applications mathématiques en Tunisie, Tunis.
- 2004 (9)
Journal article Lefebvre, M. (2004). A Bimodal Model for the High Values of a River Flow. Canadian Journal of Civil Engineering, 31(3), 473-477.Conference paper Lefebvre, M. (2004, June). A Filtered Renewal Process as a Model for a River Flow [Paper]. 13th European Conference on Mathematics for Industry (ECMI 2004), Eindhoven, Pays-Bas.Journal article Lefebvre, M. (2004). A Homing Problem for Diffusion Processes With Control-Dependent Variance. Annals of Applied Probability, 14(2), 786-795.Journal article Seidou, O., Robert, B., Marche, C., Rousselle, J., & Lefebvre, M. (2004). Construction probabiliste de scénarios d'apports à un réservoir. Canadian Journal of Civil Engineering, 31(1), 146-154.Book Lefebvre, M. (2004). Cours et exercices de statistique mathématique appliquée.Journal article Lefebvre, M. (2004). First hitting time and place for the integrated geometric Brownian motion. International Journal of differential Equations and Applications, 9(4), 365-374.Conference paper Lefebvre, M. (2004, July). Generalized Pareto distributions as solutions to the Kolmogorov forward equation [Presentation]. In 3rd International Symposium on Extreme Value Analysis: Theory and Practice, Aveiro, Portugal.Journal article Lefebvre, M., & Guilbault, J. L. (2004). Hitting place probabilities for two-dimensional diffusion processes. Revue Roumaine de Mathématiques Pures et Appliquées, 49(1), 11-25.Journal article Lefebvre, M. (2004). Modélisation des erreurs pour le système de prévision PREVIS. Canadian Journal of Civil Engineering, 31(5), 892-897.
- 2003 (6)
Conference paper Lefebvre, M. (2003, June). A one- and two-dimensional generalized Pareto model for the flow of a river [Presentation]. In 1st Joint Meeting of CAIMS and SIAM, Montréal, Québec.Book Lefebvre, M. (2003). Cours et exercices de probabilités appliquées. (2nd ed.).Conference paper Lefebvre, M. (2003, June). Diffusion processes with Pareto densities and applications [Presentation]. In 1st Joint Meeting of CAIMS and SIAM, Montréal, Québec.Journal article Lefebvre, M. (2003). First-Passage Problems for Degenerate Two-Dimensional Diffusion Processes. Test, 12(1), 125-139.Conference paper Lefebvre, M., Ribeiro, J., Rousselle, J., Seidou, O., & Lauzon, N. (2003, July). Probabilistic prediction of peak flood discharges [Paper]. 9th International Conference on Applications of Statistics and Probability in Civil Engineering, San Francisco, USA.Journal article Lefebvre, M. (2003). Short-term hydrological forecasts using linear regression. [Prévisions hydrologiques à court terme obtenues en utilisant la régression linéaire]. Revue des Sciences de l'Eau, 16(2), 255-265.
- 2002 (12)
Conference paper Lefebvre, M. (2002, July). A pursuit problem for processes with control-dependent variances [Presentation]. In SIAM 50th Anniversary and 2002 Annual Meeting, Philadelphia, Penn..Book Lefebvre, M. (2002). Cours et exercices de probabilités appliquées.Journal article Lefebvre, M. (2002). Exact solutions to two-dimensional homing problems. International Journal of Systems Science, 33(11), 879-884.Conference paper Lefebvre, M. (2002, June). First hitting time and place for the integrated geometric brownian motion [Presentation]. In 19th Nordic Conference on Mathematical Statistics, Stockholm, Suède.Journal article Lefebvre, M. (2002). Geometric Brownian Motion as a Model for River Flows. Hydrological Processes, 16(7), 1373-1381.Journal article Lefebvre, M. (2002). Integrated diffusion processes inside rectangles. Boletin de la sociedad matematica mexicana, 8(3), 171-183.Journal article Lefebvre, M. (2002). Modeling and forecasting the peak flows of a river. Mathematical Problems in Engineering, 8(6), 553-562.Journal article Seidou, O., Rousselle, J., Lefebvre, M., Lauzon, N., & Ribeiro, J. (2002). Modélisation de l'incertitude sur les séquences futures de débits en rivière. [Modelling uncertainty on future river flow sequences]. Hydrological Sciences Journal, 47(3), 367-385.Journal article Lefebvre, M., & Akhbi, M. (2002). On the mean of first hitting places. Revue Roumaine de Mathématiques Pures et Appliquées, 47(2), 191-204.Journal article Lefebvre, M. (2002). Probabilistic Solutions to Optimal Control Problems. Optimization, 51(1), 145-160.Journal article Lefebvre, M. (2002). Survival maximization for a Laguerre population. Mathematical Problems in Engineering, 8(6), 563-574.Journal article Lefebvre, M. (2002). Using a lognormal diffusion process to forecast river flows. Water Resources Research, 38(6), 12.1-12.8.
- 2001 (11)
Journal article Lefebvre, M. (2001). A Different Class of Homing Problems. Systems & Control Letters, 42(5), 347-352.Conference paper Lefebvre, M. (2001, July). A homing problem for diffusion processes with control-dependant variance [Presentation]. In 11th INFORMS Applied Probability Conference, New York, N.Y..Journal article Lefebvre, M. (2001). A Three-Dimensional Landing Model. Mathematical and Computer Modelling of Dynamical Systems, 7(4), 455-464.Journal article Guilbault, J. L., & Lefebvre, M. (2001). Au sujet de l'endroit de premier passage pour des processus de diffusion bidimensionnels. Annales des sciences mathématiques du Québec, 25(1), 23-37.Journal article Lefebvre, M. (2001). Au sujet du débit maximal de la rivière Mistassibi durant la période printanière. Canadian Journal of Civil Engineering, 28(6), 1041-1045.Conference paper Lefebvre, M. (2001, July). Exact solutions to two-dimensional homing problems [Presentation]. In 5th SIAM Conference on Control and its applications, San Diego, California.Journal article Lefebvre, M. (2001). Hitting parabolas and exponential curves with diffusion processes. Brazilian Journal of Probability and Statistics, 15, 69-84.Journal article Lefebvre, M. (2001). Maximizing the Time Spent by a Diffusion Process in an Interval. Probability in the Engineering and Informational Sciences, 15(1), 69-82.Conference paper Lefebvre, M. (2001, August). Modeling and forecasting the peak flows of a river [Presentation]. In Extremes 2001, Leuven, Belgique.Journal article Guilbault, J.-L., & Lefebvre, M. (2001). On a first hitting place problem for the two-dimensional Cox-Ingersoll-Ross process. Actuarial Research Clearing House, 2001.2.Journal article Lefebvre, M. (2001). Using a Kolmogorov backward equation to solve a differential game problem. Revue Roumaine de Mathématiques Pures et Appliquées, XLVI(5), 673-685.
- 2000 (6)
Journal article Labib, R., Lefebvre, M., Ribeiro, J., Rousselle, J., & Trung, H. T. (2000). Application of diffusion processes to runoff estimation. Journal of Hydrologic Engineering, 5(1), 1-7.Conference paper Lefebvre, M. (2000, June). First hitting place probabilities in two dimensions [Presentation]. In 18th Nordic Conference on Mathematical Statistics, Grimstad, Norvège.Journal article Lefebvre, M. (2000). Linearization of a Dynamic Programming Equation. International Journal of Systems Science, 31(10), 1317-1322.Journal article Lefebvre, M. (2000). On the integral of the sum of squared Ornstein-Uhlenbeck processes. Sankhya: The indian journal of statistics, Série A, 62(1), 11-22.Journal article Lefebvre, M. (2000). Risk-Averse Control of a Three-Dimensional Wear Process. International Journal of Control, 73(14), 1307-1311.Conference paper Lefebvre, M. (2000, August). Survival maximization for a Laguerre population [Presentation]. In Destobio 2000, West Lafayette, Indiana.
- 1999 (2)
Journal article Lefebvre, M. (1999). First hitting place distributions for two-dimensional Wiener processes. Brazilian Journal of Probability and Statistics, 13, 1-11.Journal article Lefebvre, M. (1999). First passage problem for three-dimensional diffusion processes. Revista colombiana de matematicas, 33, 105-116.
- 1998 (6)
Journal article Lefebvre, M. (1998). Bidimensional Optimal Landing Problem. Automatica, 34(5), 655-657.Journal article Lefebvre, M., & Adjengue, L. (1998). From Inciting to Forcing an Integrated Bessel Process to Remain as Small as Possible. Engineering Optimization, 30(1), 75-89.Journal article Lefebvre, M. (1998). On a diffusion process used in genetics. Revue Roumaine de Mathématiques Pures et Appliquées, XLIII(7-8), 751-760.Journal article Lefebvre, M. (1998). On the inverse of the LQG homing problem. Annales de l'ISUP, 42(1), 39-49.Journal article Lefebvre, M. (1998). Solving an LQG Homing Problem Via a Different Uncontrolled Process. International Journal of Control, 71(6), 1021-1026.Conference paper Lefebvre, M. (1998, April). Using a Kolmogorov backward equation to solve a differential game [Presentation]. In 2nd Conference on Stochastic Analysis and Probabilities, Marrakech, Maroc.
- 1997 (6)
Journal article Lefebvre, M. (1997). First hitting place distributions for the Ornstein-Uhlenbeck process. Statistics & Probability Letters, 34(3), 309-312.Journal article Lefebvre, M. (1997). On the inverse of the first hitting time problem for bidimensional processes. Journal of Applied Probability, 34(3), 610-622.Journal article Lefebvre, M. (1997). Reducing a nonlinear dynamic programming equation to a Kolmogorov equation. Optimization, 42(2), 125-137.Conference paper Lefebvre, M., & Labib, R. (1997, July). Risk sensitive optimal control of wear processes: the vector case [Paper]. 18th IFIP TC7 Conference on Systems Modelling and Optimization, Boca Raton, FL, USA.Journal article Lefebvre, M., & Labib, R. (1997). Temps d'atteinte de cercles pour des processus de Bessel bidimensionnels. Annales des sciences mathématiques du Québec, 21(2), 123-131.Journal article Lefebvre, M. (1997). Using a geometric Brownian motion to control a brownian motion and vice versa. Stochastic Processes and Their Applications, 69(1), 71-82.
- 1996 (11)
Journal article Lefebvre, M., & Gaspo, J. (1996). Controlled wear processes: a risk-sensitive formulation. Engineering Optimization, 26(3), 187-194.Journal article Lefebvre, M. (1996). First-passage distributions of bidimensional processes. Probability in the Engineering and Informational Sciences, 10(3), 325-339.Journal article Lefebvre, M. (1996). First-passage problems involving with lognormal density functions. Rendiconti dell'instituto Lombardo (Scienze-SerieA), 130(fascicule), 63-78.Journal article Lefebvre, M., & Labib, R. (1996). Hitting lines and circles with diffusion processes. Australian Journal of Statistics, 38(2), 213-222.Report Labib, R., Lefebvre, M., Ribeiro, J., & Rousselle, J. (1996). Modèles utilisant les processus de diffusion comme outils de prévision. (Technical Report).Conference paper Lefebvre, M., & Labib, R. (1996, August). Modelling and controlling the flow of a river [Presentation]. In 16th Nordic Conference on Mathematical Statistics, Lahti, Finlande.Journal article Lefebvre, M. (1996). Moment generating functions of first hitting times for the bidimensional geometric Brownian motion. Annales Universitatis Mariae Curie-Sklodowska. Sectio A. Mathematica, 50, 99-113.Journal article Lefebvre, M. (1996). On the First Passage Time Probability Problem for Bidimensional Ornstein-Uhlenbeck Processes. Sankhya: The indian journal of statistics, Série A, 58(part 2), 179-185.Journal article Lefebvre, M., & Gaspo, J. (1996). Optimal control of wear processes. IEEE Transactions on Automatic Control, 41(1), 112-115.Conference paper Lefebvre, M., & Labib, R. (1996, June). Risk sensitive optimal control of wear processes [Paper]. AMS/SIAM Seminar on Mathematics of Stochastic Manufacturing Systems, Williamsburg, VA, USA.Journal article Lefebvre, M. (1996). Similarity solutions of first-passage problems for two-dimensional Wiener processes. Statistics & Probability Letters, 29(2), 185-189.
- 1995 (8)
Conference paper Lefebvre, M. (1995, July). An optimal landing problem [Presentation]. In 14th European Conference on Operation Research, Jérusalem, Israël.Journal article Lefebvre, M. (1995). Construction de fonctions génératrices des moments d'instants de premier passage en deux dimensions. Revue Roumaine de Mathématiques Pures et Appliquées, XL(9-10), 779-787.Journal article Lefebvre, M., & Mazigh, M. (1995). On a pursuit problem. Optimization, 33(1), 81-89.Journal article Lefebvre, M. (1995). Optimal stochastic control of a reservoir. Control and computers, 23(2), 44-47.Journal article Lefebvre, M. (1995). Problèmes de premier passage résolubles par la méthode de séparation des variables. Journal of Applied Probability, 32(2), 337-348.Journal article Lefebvre, M., & Mazigh, M. (1995). Stochastic bargaining models. Journal of Optimization Theory and Applications, 84(2), 377-391.Journal article Lefebvre, M., & Mazigh, M. (1995). Stochastic hunting model involving two countries. International Journal of Systems Science, 26(12), 2355-2368.Journal article Lefebvre, M. (1995). Sur le problème inverse de l'endroit de premier passage pour des processus intégrés. Publications de l'institut de statistique de l'université de Paris, XXXIX(fascicule), 57-69.
- 1994 (3)
Journal article Lefebvre, M. (1994). LQG problems with a possibly infinite final cost. Optimization, 29(1), 73-79.Journal article Lefebvre, M., & Montulet, P. (1994). Risk-sensitive optimal investment policy. International Journal of Systems Science, 25(1), 183-192.Conference paper Lefebvre, M. (1994, August). Stochastic modeling and optimal control of wear processes [Presentation]. In 15th Nordic Conference in Mathematical Statistics, Lund, Suède.
- 1992 (2)
Journal article Lefebvre, M. (1992). A note on the survival time of a dynamic system in an interval. IEEE Transactions on Automatic Control, 37(5), 618-620.Conference paper Lefebvre, M. (1992, July). Sur une classe de problèmes en théorie des jeux différentiels [Paper]. 1res Journées de mathématiques appliquées, Rabat, Maroc.
- 1991 (3)
Journal article Lefebvre, M. (1991). Forcing a Stochastic Process to Stay in or to Leave a Given Region. Annals of Applied Probability, 1(1), 167-172.Conference paper Lefebvre, M. (1991, August). On the relation between LQG problems and first-passage densities [Presentation]. In Workshop on Stochastic Estimation and Control, Mexíco, Mexique.Journal article Lefebvre, M. (1991). Quelques résultats au sujet des densités de premier passage pour des processus de diffusion. Annales des sciences mathématiques du Québec, 15(2), 165-175.
- 1990 (2)
Journal article Lefebvre, M. (1990). Hitting lines at minimal cost with a gaussian process. Automatica, 26(2), 435-436.Journal article Lefebvre, M. (1990). Minimisation d'une fonction de coût quadratique pour des intégrales gaussiennes. Annales des sciences mathématiques du Québec, 14(2), 175-181.
- 1989 (6)
Journal article Lefebvre, M. (1989). An extension of a stochastic control theorem due to Whittle. IEEE Transactions on Automatic Control, 34(5), 567-568.Journal article Lefebvre, M. (1989). Commande optimale du processus de Wiener. Journal of Applied Probability, 26(1), 50-57.Journal article Lefebvre, M. (1989). First-Passage Densities of a Two-Dimensional Process. SIAM Journal on Applied Mathematics, 49(5), 1514-1523.Journal article Lefebvre, M. (1989). First-passage densities of controlled Gaussian processes. Canadian Journal of Statistics, 17(3), 319-327.Journal article Lefebvre, M. (1989). Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process. Stochastic Processes and Their Applications, 32(2), 281-287.Journal article Lefebvre, M., & Léonard, É. (1989). On the first hitting place of the integrated Wiener process. Advances in Applied Probability, 21(04), 945-948.
- 1988 (3)
Conference paper Lefebvre, M. (1988, June). On the Optimal Control of the Integrated Brownian Motion [Paper]. American Control Conference, Atlanta, Georgia.Journal article Lefebvre, M., & Whittle, P. (1988). Survival optimization for a dynamic system. Annales des sciences mathématiques du Québec, 12(1), 101-119.Journal article Lefebvre, M. (1988). Utilisation de densités des premier passage en commande optimale stochastique. Advances in Applied Probability, 20(01), 231-234.
- 1987 (4)
Conference paper Lefebvre, M. (1987, December). An extension of a stochastic control theorem due to Whittle [Paper]. 26th IEEE Conference on Decision and Control, Los Angeles, California.Journal article Lefebvre, M. (1987). LQG homing in two dimensions. IEEE Transactions on Automatic Control, 32(7), 639-641.Journal article Lefebvre, M. (1987). Optimal control of an Ornstein-Uhlenbeck process. Stochastic Processes and Their Applications, 24(1), 89-97.Journal article Lefebvre, M. (1987). Optimal investment policy. International Journal of Systems Science, 18(1), 75-81.
- 1986 (1)
Journal article Lefebvre, M. (1986). Optimal stochastic control of a class of processes with an exponential cost function. Annales des sciences mathématiques du Québec, 10(2), 181-187.
- 1982 (1)
Journal article Lefebvre, M. (1982). Une application des méthodes séquentielles aux tests de permutations. Canadian Journal of Statistics, 10(3), 173-180.