Publication | Date of Publication | Type |
---|
Ergodic switching control for diffusion-type processes | 2023-04-26 | Paper |
Optimal Stopping Problems for a Family of Continuous-Time Markov Processes | 2021-09-30 | Paper |
On ergodic control of switching processes | 2021-08-06 | Paper |
On Some Quasi-Variational Inequalities and Other Problems with Moving Sets | 2021-06-09 | Paper |
Ergodic impulse control with constraint: locally compact case | 2021-05-20 | Paper |
Discrete-time control with non-constant discount factor | 2020-12-15 | Paper |
Discrete-time hybrid control in Borel spaces | 2020-04-14 | Paper |
On optimal stopping and impulse control with constraint | 2019-11-20 | Paper |
Relaxation and linear programs in a hybrid control model | 2019-10-16 | Paper |
On Some Ergodic Impulse Control Problems with Constraint | 2018-07-27 | Paper |
Discrete-time hybrid control in Borel spaces: average cost optimality criterion | 2018-04-25 | Paper |
On Some Impulse Control Problems with Constraint | 2017-10-24 | Paper |
On Some Optimal Stopping Problems with Constraint | 2016-10-05 | Paper |
Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility | 2016-01-04 | Paper |
Almost sure asymptotic stabilization of differential equations with time-varying delay by Lévy noise | 2015-09-02 | Paper |
Singular ergodic control for multidimensional Gaussian–Poisson processes | 2014-04-17 | Paper |
On the Impulse Control of Jump Diffusions | 2013-09-26 | Paper |
On the LQG theory with bounded control | 2010-10-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3519581 | 2008-08-19 | Paper |
Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems | 2008-05-20 | Paper |
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control | 2008-03-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q5441707 | 2008-02-15 | Paper |
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control | 2007-10-02 | Paper |
Some Results of Backward Itô Formula | 2007-06-27 | Paper |
Green and Poisson functions with Wentzell boundary conditions | 2007-06-06 | Paper |
Remarks on risk-sensitive control problems | 2006-03-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q5313723 | 2005-09-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4673214 | 2005-04-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3159210 | 2005-02-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4821165 | 2004-10-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4801365 | 2004-03-18 | Paper |
Stochastic 2-D Navier-Stokes equation | 2003-03-13 | Paper |
Impulse control of stochastic Navier-Stokes equations | 2003-03-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4543019 | 2003-02-02 | Paper |
Stochastic PDE for nonlinear vibration of elastic panels | 2003-01-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4544929 | 2002-08-06 | Paper |
Stochastic hybrid control | 2001-02-28 | Paper |
Regularity of the free boundary in singular stochastic control | 2000-02-16 | Paper |
Invariant measure for diffusions with jumps | 1999-12-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4389482 | 1999-11-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4227218 | 1999-09-29 | Paper |
On the control of queueing systems with failures and repairs | 1999-08-30 | Paper |
Optimal starting—stopping problems for markov–feller processes | 1998-07-06 | Paper |
Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces | 1998-06-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4381902 | 1998-05-27 | Paper |
Ergodic control of reflected diffusions with jumps | 1997-12-01 | Paper |
On an Investment-Consumption Model with Transaction Costs | 1996-06-11 | Paper |
Multi-asset portfolio selection problem with transaction costs | 1995-09-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4327729 | 1995-07-23 | Paper |
Maximum principles for integro-differential parabolic operators | 1995-02-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4315501 | 1994-12-11 | Paper |
Optimal control and differential games with measures | 1994-11-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4284725 | 1994-08-29 | Paper |
Generalized Lamé-Clapeyron solution for a one-phase source Stefan problem | 1994-07-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4286491 | 1994-04-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4279409 | 1994-03-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4272982 | 1993-12-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4016177 | 1992-12-15 | Paper |
Singular ergodic control for multidimensional Gaussian processes | 1992-06-28 | Paper |
Monotone Control of a Damped Oscillator Under Random Perturbations | 1992-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3977317 | 1992-06-25 | Paper |
Variational approach of serial multilevel production/inventory systems | 1990-01-01 | Paper |
Ergodic problem for optimal stochastic switching | 1990-01-01 | Paper |
On the Optimal Reward Function of the Continuous Time Multiarmed Bandit Problem | 1990-01-01 | Paper |
Exponential estimates in exit probability for some diffusion processes in hilbert spaces | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4732408 | 1989-01-01 | Paper |
Some Estimates for Finite Difference Approximations | 1989-01-01 | Paper |
Green's function and invariant density for an integro-differential operator of second order | 1989-01-01 | Paper |
Optimal correction problem of a multidimensional stochastic system | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3830308 | 1989-01-01 | Paper |
Asymptotic behavior of the first order obstacle problem | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3198646 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3211112 | 1988-01-01 | Paper |
On the Numerical Approximation of an Optimal Correction Problem | 1988-01-01 | Paper |
On the asymptotic behaviour of solutions of integro-differential inequalities | 1987-01-01 | Paper |
Optimal impulse control problems for degenerate diffusions with jumps | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3768570 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3782893 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3736318 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3754935 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5187056 | 1985-01-01 | Paper |
On optimal correction problems with partial information | 1985-01-01 | Paper |
Reflected diffusion processes with jumps | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3222101 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3680733 | 1985-01-01 | Paper |
Additive Control of Stochastic Linear Systems with Finite Horizon | 1985-01-01 | Paper |
On singular stochastic control problems for diffusion with jumps | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3342326 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3342418 | 1984-01-01 | Paper |
Optimal Stochastic Scheduling of Power Generation Systems with Scheduling Delays and Large Cost Differentials | 1984-01-01 | Paper |
An Ergodic Control Problem for Reflected Diffusion with Jump | 1984-01-01 | Paper |
On a system of first-order quasi-variational inequalities connected with the optimal switching problem | 1983-01-01 | Paper |
On a class of singular stochastic control problems | 1983-01-01 | Paper |
Method of regularization for second-order stochastic∗ | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3311419 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3661445 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3954601 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4742673 | 1982-01-01 | Paper |
On a degenerate variational inequality with Neumann boundary conditions | 1982-01-01 | Paper |
Le problème de temps d'arret optimal déterministe et l'inéquation variationnelle du premier ordre associee | 1982-01-01 | Paper |
Le problème de contrôle impulsionnel optimal déterministe et l'inéquation quasi-variationnelle du premier ordre associee | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3337209 | 1982-01-01 | Paper |
Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I | 1982-01-01 | Paper |
Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. II | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3945128 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3966032 | 1982-01-01 | Paper |
A singular perturbation result for variational and quasi-variational inequalities | 1981-01-01 | Paper |
The Separation Principle for Impulse Control Problems | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3921935 | 1981-01-01 | Paper |
Existence and uniqueness for degenerate second order variational inequalities | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3893790 | 1980-01-01 | Paper |
On the Optimal Stopping Time Problem for Degenerate Diffusions | 1980-01-01 | Paper |
On the Optimal Impulse Control Problem for Degenerate Diffusions | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3860570 | 1979-01-01 | Paper |
Le principe de separation pour le probleme de temps d'arret optimal | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3902092 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4168851 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4131378 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4137688 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4139243 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4143628 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4114417 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4119527 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4129189 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4070726 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4096853 | 1975-01-01 | Paper |