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- Date of Publication Type On optimal stochastic jumps in multi server queue with impatient customers via stochastic control 2022-11-02 Paper Filtering method...10 bytes (17 words) - 21:36, 9 December 2023
- integro-differential PDE-constrained optimal control problem 2016-08-08 Paper A priori error estimate of stochastic Galerkin method for optimal control problem governed by...10 bytes (17 words) - 15:13, 10 December 2023
- Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations 2016-09-06 Paper Optimal Control of Predictive Mean-Field...10 bytes (16 words) - 00:53, 9 December 2023
- Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay...10 bytes (17 words) - 00:10, 12 December 2023
- 1998-03-05 Paper The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients 1995-11-27 Paper The stochastic maximum principle...10 bytes (16 words) - 05:12, 12 December 2023
- approaches to stochastic control and optimal stopping in continuous time 2014-03-24 Paper Harvesting in Stochastic Environments: Optimal Policies in a...10 bytes (18 words) - 08:12, 9 December 2023
- of BSDEs and Optimal control of two scale stochastic systems in infinite dimensional spaces 2018-03-15 Paper Linear-quadratic optimal control under non-Markovian...10 bytes (17 words) - 07:54, 9 December 2023
- Paper Stochastic time-optimal control for time-fractional Ginzburg–Landau equation with mixed fractional Brownian motion 2021-12-16 Paper Optimal control...10 bytes (16 words) - 19:25, 13 December 2023
- Singular Optimal Stochastic Controls I: Existence 1999-08-29 Paper Singular Optimal Stochastic Controls II: Dynamic programming 1999-08-29 Paper Optimal Control...10 bytes (19 words) - 00:53, 9 December 2023
- Paper On Stochastic Model Predictive Control with Bounded Control Inputs 2009-02-23 Paper Stochastic control up to a hitting time: optimality and rolling-horizon...10 bytes (16 words) - 21:47, 10 December 2023
- Variation Controls 2004-01-08 Paper Stationary stochastic control for Itô processes 2003-09-30 Paper Optimal singular control strategies for controlling a process...10 bytes (20 words) - 02:36, 10 December 2023
- (SIPG) method for optimal control of convection diffusion equations with control constraints 2014-05-02 Paper Distributed optimal control of time-dependent...10 bytes (16 words) - 18:33, 11 December 2023
- Linear-Quadratic Optimal Control Problems 2024-02-20 Paper Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems 2023-09-05 Paper Stochastic Linear-Quadratic...10 bytes (16 words) - 13:44, 7 October 2023
- Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II:...10 bytes (16 words) - 10:10, 6 October 2023
- necessary conditions for stochastic optimal control with jump diffusions 2023-10-31 Paper Optimal continuous-singular control of stochastic McKean-Vlasov system...10 bytes (16 words) - 12:50, 7 October 2023
- Paper Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes 2014-01-27 Paper Optimal Control for Stochastic Volterra Equations...10 bytes (16 words) - 06:00, 7 October 2023
- Paper An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints 2019-02-14 Paper The optimal control problem...10 bytes (16 words) - 11:27, 7 October 2023
- properties for stochastic linear-quadratic optimal control problems 2022-12-08 Paper Backward stochastic differential equations and backward stochastic Volterra...10 bytes (16 words) - 13:44, 7 October 2023
- singular stochastic control problems for reflected diffusions 2019-05-08 Paper On the Optimal Management of Public Debt: a Singular Stochastic Control Problem...10 bytes (16 words) - 19:05, 6 October 2023
- Systems with Optimal Performance 2018-03-26 Paper On Irregular Linear Quadratic Control: Stochastic Case 2017-12-23 Paper Optimal Control with Irregular Performance...10 bytes (16 words) - 13:57, 6 October 2023
