| Publication | Date of Publication | Type |
|---|
| A game representation for a finite horizon state constrained continuous time linear regulator problem | 2023-04-27 | Paper |
| Staticization and Iterated Staticization | 2022-07-08 | Paper |
| Exploiting characteristics in stationary action problems | 2021-11-02 | Paper |
| Verifying fundamental solution groups for lossless wave equations via stationary action and optimal control | 2021-10-08 | Paper |
| A stochastic control verification theorem for the dequantized Schrödinger equation not requiring a duration restriction | 2019-06-19 | Paper |
| Diffusion process representations for a scalar-field Schrödinger equation solution in rotating coordinates | 2019-06-13 | Paper |
| Game representations for state constrained continuous time linear regulator problems | 2019-04-11 | Paper |
| Fundamental solutions for two-point boundary value problems in orbital mechanics | 2018-03-14 | Paper |
| Optimization formulation and monotonic solution method for the Witsenhausen problem | 2018-01-12 | Paper |
| Static duality and a stationary-action application | 2017-11-16 | Paper |
| Staticization, its dynamic program and solution propagation | 2017-10-11 | Paper |
| Solving Two-Point Boundary Value Problems for a Wave Equation via the Principle of Stationary Action and Optimal Control | 2017-07-13 | Paper |
| Reduced-complexity nonlinear H/sup /spl infin// control of discrete-time systems | 2017-07-12 | Paper |
| Max-plus eigenvector representations for solution of nonlinear H/sub ∞/ problems: Basic concepts | 2017-06-20 | Paper |
| An idempotent algorithm for a class of network-disruption games | 2017-01-13 | Paper |
| Idempotent Expansions for Continuous-Time Stochastic Control | 2016-01-15 | Paper |
| The Principle of Least Action and Fundamental Solutions of Mass-Spring and N-Body Two-Point Boundary Value Problems | 2015-09-14 | Paper |
| A Max-plus Dual Space Fundamental Solution for a Class of Operator Differential Riccati Equations | 2015-06-02 | Paper |
| A reduced complexity MIN-plus solution method to the optimal control of closed quantum systems | 2014-12-12 | Paper |
| A new fundamental solution for differential Riccati equations arising in control | 2014-03-19 | Paper |
| Payoff Suboptimality and Errors in Value Induced by Approximation of the Hamiltonian | 2014-01-27 | Paper |
| Deterministic filtering and dimensionality reduction for optimal attitude estimation on SO(3) | 2012-11-07 | Paper |
| min-max spaces and complexity reduction in min-max expansions | 2012-08-01 | Paper |
| Min-Plus Techniques for Set-Valued State Estimation | 2012-03-13 | Paper |
| Distributed dynamic programming for discrete-time stochastic control, and idempotent algorithms | 2011-04-19 | Paper |
| Convergence Rate for a Curse-of-Dimensionality-Free Method for a Class of HJB PDEs | 2010-10-20 | Paper |
| Convergence Rate for a Curse-of-dimensionality-Free Method for Hamilton–Jacobi–Bellman PDEs Represented as Maxima of Quadratic Forms | 2010-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3181769 | 2009-10-12 | Paper |
| A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs | 2008-08-01 | Paper |
| Max-plus summation of Fenchel-transformed semigroups for solution of nonlinear Bellman equations | 2007-04-11 | Paper |
| Max-plus methods for nonlinear control and estimation. | 2006-03-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5701768 | 2005-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5702475 | 2005-11-01 | Paper |
| Max-Plus Eigenvector Methods for Nonlinear H$_\infty$ Problems: Error Analysis | 2005-02-28 | Paper |
| Some classes of imperfect information finite state-space stochastic games with finite-dimensional solutions | 2004-11-05 | Paper |
| Robust limits of risk sensitive nonlinear filters | 2002-10-17 | Paper |
| Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption | 2002-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438215 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704383 | 2001-07-04 | Paper |
| A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering | 2000-03-19 | Paper |
| A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control | 1999-09-05 | Paper |
| Robust/\(H_{\infty}\) filtering for nonlinear systems | 1998-08-13 | Paper |
| Risk-Sensitive and Robust Escape Criteria | 1998-02-09 | Paper |
| A Robust Control Framework for Option Pricing | 1997-06-09 | Paper |
| Robust control and differential games on a finite time horizon | 1996-11-07 | Paper |
| Risk-Sensitive Control on an Infinite Time Horizon | 1996-02-08 | Paper |
| Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications) | 1996-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140691 | 1993-11-28 | Paper |
