| Publication | Date of Publication | Type |
|---|
| On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes | 2024-02-20 | Paper |
| On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems | 2020-11-27 | Paper |
| A weak convergence approach to inventory control using a long-term average criterion | 2020-02-05 | Paper |
| Convergence of Finite Element Methods for Singular Stochastic Control | 2018-12-07 | Paper |
| Dynamic Pricing with Variable Order Sizes for a Model with Constant Demand Elasticity | 2018-02-28 | Paper |
| A Direct Approach to the Solution of Optimal Multiple-Stopping Problems | 2017-11-22 | Paper |
| Continuous inventory models of diffusion type: long-term average cost criterion | 2017-09-15 | Paper |
| Linear Programming Formulations of Singular Stochastic Control Problems: Time-Homogeneous Problems | 2017-07-28 | Paper |
| A Counterintuitive Example in Inventory Management | 2017-02-03 | Paper |
| Impulse Control of Standard Brownian Motion: Long-Term Average Criterion | 2015-10-06 | Paper |
| Impulse Control of Standard Brownian Motion: Discounted Criterion | 2015-10-06 | Paper |
| A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion | 2015-08-18 | Paper |
| Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time | 2014-03-24 | Paper |
| Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model | 2013-06-19 | Paper |
| On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time | 2012-11-09 | Paper |
| Analysis of production decisions under budget limitations | 2012-01-03 | Paper |
| On Optimal Harvesting Problems in Random Environments | 2011-07-22 | Paper |
| Thinning and harvesting in stochastic forest models | 2011-01-31 | Paper |
| Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions | 2010-06-07 | Paper |
| Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming | 2009-07-03 | Paper |
| Determining the Optimal Control of Singular Stochastic Processes Using Linear Programming | 2009-05-22 | Paper |
| A separation principle for partially observed control of singular stochastic processes | 2009-02-04 | Paper |
| THE PEDESTRIAN PRINCIPLE FOR DIFFERENTIAL GAMES | 2007-06-05 | Paper |
| Linear programming approach to the optimal stopping of singular stochastic processes | 2007-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5463038 | 2005-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160520 | 2005-02-09 | Paper |
| The problem of moments on polytopes and other bounded regions. | 2003-10-14 | Paper |
| Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming | 2003-07-15 | Paper |
| Extension Of Dale's Moment Conditions With Application To The Wright–fisher Model | 2003-05-04 | Paper |
| Linear Programming Formulation for Optimal Stopping Problems | 2002-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438222 | 2002-01-01 | Paper |
| Stationary solutions and forward equations for controlled and singular martingale problems | 2001-12-10 | Paper |
| Numerical comparison of controls and verification of optimality for stochastic control problems | 2001-05-09 | Paper |
| Approximation of Infinite-Dimensional Linear Programming Problems which Arise in Stochastic Control | 1998-09-21 | Paper |
| Existence of Markov Controls and Characterization of Optimal Markov Controls | 1998-05-10 | Paper |
| Long-term average control of a continuous, monotone process | 1993-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140697 | 1993-11-28 | Paper |
| Optimal control and replacement with state-dependent failure rate: Dynamic programming | 1993-10-28 | Paper |
| Optimal control and replacement with state-dependent failure rate: An invariant measure approach | 1993-10-28 | Paper |
| A martingale approach to the slow server problem | 1991-01-01 | Paper |
| Optimal Control of the Running Max | 1991-01-01 | Paper |
| Time-average control of martingale problems: Existence of a stationary solution | 1990-01-01 | Paper |
| Time-average control of martingale problems: A linear programming formulation | 1990-01-01 | Paper |
| Time-average control of martingale problems: the hamilton-jacobi-bellman equation | 1989-01-01 | Paper |
| Single-Item Continuous-Review Inventory Models with Random Supplies | N/A | Paper |
