R. Amami, Contrôle impulsionnel appliqué à la gestion de changement de technologie dans une entreprise, 2012.

R. Azaïs, Estimation non paramétrique pour les processus Markoviens déterministes par morceaux, 2013.

R. Azaïs, A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process, ESAIM: Probability and Statistics, vol.18, pp.726-749, 2014.
DOI : 10.1051/ps/2013054

R. Azaïs, J. Bardet, A. Génadot, N. Krell, and P. Et-zitt, Piecewise deterministic Markov process ??? recent results, Journées MAS 2012, pp.276-290, 2014.
DOI : 10.1051/proc/201444017

R. Azaïs, F. Dufour, and A. Et-gégout-petit, Non-parametric estimation of the conditional distribution of the interjumping times for piecewise-deterministic Markov processes. Scand, J. Stat, vol.41, issue.4, pp.950-969, 2014.

V. Bally and G. Et-pagès, A quantization algorithm for solving multidimensional discrete-time optimal stopping problems, Bernoulli, vol.9, issue.6, pp.1003-1049, 2003.
DOI : 10.3150/bj/1072215199

URL : https://hal.archives-ouvertes.fr/hal-00104798

J. Bardet, A. Christen, A. Guillin, F. Malrieu, and P. Et-zitt, Total variation estimates for the TCP process, Electronic Journal of Probability, vol.18, issue.0, p.21, 2013.
DOI : 10.1214/EJP.v18-1720

URL : https://hal.archives-ouvertes.fr/hal-00655462

N. Bäuerle and U. Et-rieder, Markov decision processes with applications to finance, 2011.
DOI : 10.1007/978-3-642-18324-9

C. Baysse, Analyse et optimisation de la fiabilité d'un équipement opto-électronique équipé de HUMS, 2013.

A. Bensoussan and J. L. Et-lions, Nouvelles Methodes en Contr???le Impulsionnel, Applied Mathematics & Optimization, vol.276, issue.A, pp.289-312, 1975.
DOI : 10.1007/BF01447955

S. Berman, Optimal timing of antiviral therapy in HIV infection, Journal of Applied Probability, vol.31, issue.A, pp.3-15, 1994.
DOI : 10.1007/978-1-4757-1229-2_17

P. Bertail, S. Clémençon, and J. Et-tressou, A storage model with random release rate for modeling exposure to food contaminants, Math. Biosci. Eng, vol.5, issue.1, pp.35-60, 2008.
URL : https://hal.archives-ouvertes.fr/hal-00138279

F. Bouguet, Quantitative speeds of convergence for exposure to food contaminants, ESAIM: Probability and Statistics, vol.19, pp.482-501, 2015.
DOI : 10.1051/ps/2015002

URL : https://hal.archives-ouvertes.fr/hal-00873587

A. Brandejsky, B. De-saporta, and F. Et-dufour, Numerical method for expectations of piecewise deterministic Markov processes, Communications in Applied Mathematics and Computational Science, vol.7, issue.1, pp.63-104, 2012.
DOI : 10.2140/camcos.2012.7.63

A. Brandejsky, B. De-saporta, and F. Et-dufour, Numerical Methods for the Exit Time of a Piecewise-Deterministic Markov Process, Advances in Applied Probability, vol.44, issue.01, pp.196-225, 2012.
DOI : 10.1016/j.spl.2007.12.016

URL : https://hal.archives-ouvertes.fr/hal-00546339

A. Brandejsky, B. De-saporta, and F. Et-dufour, Optimal stopping for partially observed piecewise-deterministic Markov processes. Stochastic Process, Appl, vol.123, issue.8, pp.3201-3238, 2013.
DOI : 10.1016/j.spa.2013.03.006

URL : https://hal.archives-ouvertes.fr/hal-00755052

D. Chafaï, F. Malrieu, and K. Et-paroux, On the long time behavior of the TCP window size process. Stochastic Process, Appl, vol.120, issue.8, pp.1518-1534, 2010.

I. Charlier, Conditional quantile estimation through optimal quantization, Journal of Statistical Planning and Inference, vol.156, 2015.
DOI : 10.1016/j.jspi.2014.08.003

URL : https://hal.archives-ouvertes.fr/hal-01108482

C. Cocozza-thivent, Processus stochastiques et fiabilité des systèmes, de Mathématiques & Applications (Berlin) [Mathematics & Applications, 1997.

M. Costa, A piecewise deterministic model for a prey-predator community. arXiv preprint, 2016.
DOI : 10.1214/16-aap1182

URL : https://hal.archives-ouvertes.fr/hal-01130044

O. L. Costa, Impulse control of piecewise-deterministic processes via linear programming, IEEE Transactions on Automatic Control, vol.36, issue.3, pp.371-375, 1991.
DOI : 10.1109/9.73574

O. L. Costa and M. H. Davis, Approximations for optimal stopping of a piecewise-deterministic process, Mathematics of Control, Signals, and Systems, vol.9, issue.2, pp.123-146, 1988.
DOI : 10.1080/17442508308833256

O. L. Costa and M. H. Davis, Impulse control of piecewise-deterministic processes, Mathematics of Control, Signals, and Systems, vol.23, issue.3, pp.187-206, 1989.
DOI : 10.1080/17442508708833481

O. L. Costa and F. Et-dufour, Stability and Ergodicity of Piecewise Deterministic Markov Processes, SIAM Journal on Control and Optimization, vol.47, issue.2, pp.1053-1077, 2008.
DOI : 10.1137/060670109

URL : https://hal.archives-ouvertes.fr/hal-00268162

O. L. Costa, C. Raymundo, and F. Et-dufour, Optimal stopping with continuous control of piecewise deterministic Markov processes, Stochastics An International Journal of Probability and Stochastic Processes, vol.70, issue.1, pp.41-73, 2000.
DOI : 10.1080/17442500008834245

O. L. Costa and C. A. Et-raymundo, Impulse and continuous control of piecewise deterministic Markov processes, Stochastics An International Journal of Probability and Stochastic Processes, vol.70, issue.1, pp.75-107, 2000.
DOI : 10.1080/17442500008834246

A. Crudu, A. Debussche, A. Muller, and O. Et-radulescu, Convergence of stochastic gene networks to hybrid piecewise deterministic processes, The Annals of Applied Probability, vol.22, issue.5, pp.1822-1859, 2012.
DOI : 10.1214/11-AAP814

URL : https://hal.archives-ouvertes.fr/hal-00553482

A. Dassios and P. Et-embrechts, Martingales and insurance risk, Communications in Statistics. Stochastic Models, vol.58, issue.46, pp.181-217, 1989.
DOI : 10.1080/03461238.1970.10405648

M. H. Davis, Piecewise-deterministic Markov processes, J. Roy. Statist. Soc. Ser. B, vol.46, issue.3, pp.353-388, 1984.
DOI : 10.1007/978-1-4899-4483-2_2

M. H. Davis, Markov models and optimization, volume 49 de Monographs on Statistics and Applied Probability, 1993.

M. H. Davis, M. A. Dempster, S. P. Sethi, and D. Et-vermes, Optimal capacity expansion under uncertainty, Advances in Applied Probability, vol.13, issue.01, pp.156-176, 1987.
DOI : 10.1051/ro/1979130100551

B. De-saporta and F. Et-dufour, Numerical method for impulse control of piecewise deterministic Markov processes, Automatica, vol.48, issue.5, pp.779-793, 2012.
DOI : 10.1016/j.automatica.2012.02.031

URL : https://hal.archives-ouvertes.fr/hal-00541413

B. De-saporta, F. Dufour, and A. Et-geeraert, Optimal strategies for impulse control of piecewise deterministic Markov processes, Automatica, vol.77, pp.219-229, 2017.
DOI : 10.1016/j.automatica.2016.11.039

URL : https://hal.archives-ouvertes.fr/hal-01294286

B. De-saporta, F. Dufour, and K. Et-gonzalez, Numerical method for optimal stopping of piecewise deterministic Markov processes, The Annals of Applied Probability, vol.20, issue.5, pp.1607-1637, 2010.
DOI : 10.1214/09-AAP667

URL : https://hal.archives-ouvertes.fr/hal-00367964

B. De-saporta, F. Dufour, and H. Zhang, Numerical methods for simulation and optimization of piecewise deterministic Markov processes Application to reliability, Mathematics and Statistics Series. ISTE, 2015.
URL : https://hal.archives-ouvertes.fr/hal-01249897

M. A. Dempster and J. J. Et-ye, Impulse Control of Piecewise Deterministic Markov Processes, The Annals of Applied Probability, vol.5, issue.2, pp.399-423, 1995.
DOI : 10.1214/aoap/1177004771

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.45.3851

M. Doumic, M. Hoffmann, N. Krell, and L. Et-robert, Statistical estimation of a growth-fragmentation model observed on a genealogical tree, Bernoulli, vol.21, issue.3, pp.1760-1799, 2015.
DOI : 10.3150/14-BEJ623

URL : https://hal.archives-ouvertes.fr/hal-01102799

F. Dufour and O. L. Et-costa, Stability of Piecewise-Deterministic Markov Processes, SIAM Journal on Control and Optimization, vol.37, issue.5, pp.1483-1502, 1999.
DOI : 10.1137/S0363012997330890

URL : https://hal.archives-ouvertes.fr/hal-00268162

R. Erban and H. G. Et-othmer, From Individual to Collective Behavior in Bacterial Chemotaxis, SIAM Journal on Applied Mathematics, vol.65, issue.2, pp.361-391, 2004.
DOI : 10.1137/S0036139903433232

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.158.5388

A. Faggionato, D. Gabrielli, and M. R. Et-crivellari, Averaging and large deviation principles for fully-coupled piecewise deterministic Markov processes and applications to molecular motors. Markov Process, pp.497-548, 2010.

D. Ga¸tarekga¸tarek, Optimality conditions for impulsive control of piecewise-deterministic processes, Mathematics of Control, Signals, and Systems, vol.9, issue.2, pp.217-232, 1992.
DOI : 10.1007/BF01215846

K. Gonzalez, Contribution à l'étude des processus markoviens déterministes par morceaux : étude d'un cas-test de la sûreté de fonctionnement et probléme d'arrêt optimal à horizon aléatoire, 2010.

S. Graf and H. Et-luschgy, Foundations of quantization for probability distributions, Lecture Notes in Mathematics, vol.1730, 2000.
DOI : 10.1007/BFb0103945

U. S. Gugerli, Optimal stopping of a piecewise-deterministic markov process, Stochastics, vol.440, issue.4, pp.221-236, 1986.
DOI : 10.1090/S0002-9947-1952-0050209-9

T. Hill, Savoir quand s'arrêter, Pour la Science, issue.381, pp.24-30, 2009.

S. Lenhart and Y. Et-liao, Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process, Stochastics, vol.14, issue.3, pp.183-207, 1985.
DOI : 10.1080/17442508508833338

S. M. Lenhart, Viscosity solutions associated with impulse control problems for piecewise-deterministic processes, International Journal of Mathematics and Mathematical Sciences, vol.12, issue.1, pp.145-157, 1989.
DOI : 10.1155/S0161171289000207

URL : http://doi.org/10.1155/s0161171289000207

J. Lepeltier and B. Et-marchal, Theorie Generale du Controle Impulsionnel Markovien, SIAM Journal on Control and Optimization, vol.22, issue.4, pp.645-665, 1984.
DOI : 10.1137/0322040

C. Nivot, Analyse et étude des processus markoviens décisionnels, 2016.

G. Pagès, H. Pham, and J. Et-printems, Optimal Quantization Methods and Applications to Numerical Problems in Finance, Handbook of computational and numerical methods in finance, pp.253-297, 2004.
DOI : 10.1007/978-0-8176-8180-7_7

G. Pagès and J. Et-printems, Optimal quadratic quantization for numerics: the Gaussian case, Monte Carlo Methods and Applications, vol.89, issue.2, pp.135-165, 2003.
DOI : 10.1016/S0377-0427(02)00359-X

K. Pakdaman, M. Thieullen, and G. Et-wainrib, Fluid limit theorems for stochastic hybrid systems with application to neuron models, Advances in Applied Probability, vol.46, issue.03, pp.761-794, 2010.
DOI : 10.1073/pnas.0236032100

URL : https://hal.archives-ouvertes.fr/hal-00447808

H. Pham, Optimal stopping, free boundary, and American option in a jump-diffusion model, Applied Mathematics & Optimization, vol.60, issue.2, pp.145-164, 1997.
DOI : 10.1007/BF00250676

H. Pham, Méthodes de quantification optimale et applications en finance, Polycopié de cours Master, 2006.

H. Pham, W. Runggaldier, and A. Et-sellami, Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation, Monte Carlo Methods and Applications, vol.37, issue.1, pp.57-81, 2005.
DOI : 10.1137/0325003

URL : https://hal.archives-ouvertes.fr/hal-00002973

M. Robin, Contrôle impulsionnel des Processus de Markov, Thèse d'état, 1978.

M. Schäl, On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance, Insurance: Mathematics and Economics, vol.22, issue.1, pp.75-91, 1997.
DOI : 10.1016/S0167-6687(98)00010-9