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Feynman-Kac measures and Interacting Particle systems :

Selected studies on : Stochastic optimization, Regulation of processes, and Optimal control

This webpage presents an overview of resources related to the use of particle methods in optimization problems This list of topics is clearly far from being exhaustive, and it is partially biased towards my work on stochastic particle models, and Maslov optimization theory. More references and links to this subject can be added on demand. This webpage also contains some articles on the mathematical foundations of particle algorithms, and sequential Monte Carlo methodology. We also recommend to consult the related webpages