M. Robin

From MaRDI portal


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Ergodic switching control for diffusion-type processes
Probability, Uncertainty and Quantitative Risk
2023-04-26Paper
On ergodic control of switching processes
Communications in Information and Systems
2021-08-06Paper
Ergodic impulse control with constraint: locally compact case
Banach Center Publications
2021-05-20Paper
On optimal stopping and impulse control with constraint
 
2019-11-20Paper
On some ergodic impulse control problems with constraint
SIAM Journal on Control and Optimization
2018-07-27Paper
Discrete-time hybrid control in Borel spaces: average cost optimality criterion
Journal of Mathematical Analysis and Applications
2018-04-25Paper
On some impulse control problems with constraint
SIAM Journal on Control and Optimization
2017-10-24Paper
On some optimal stopping problems with constraint
SIAM Journal on Control and Optimization
2016-10-05Paper
Singular ergodic control for multidimensional Gaussian–Poisson processes
Stochastics
2014-04-17Paper
Remarks on risk-sensitive control problems
Applied Mathematics and Optimization
2006-03-02Paper
scientific article; zbMATH DE number 2134070 (Why is no real title available?)
 
2005-02-15Paper
Invariant measure for diffusions with jumps
Applied Mathematics and Optimization
1999-12-05Paper
scientific article; zbMATH DE number 1153878 (Why is no real title available?)
 
1999-11-08Paper
scientific article; zbMATH DE number 1254182 (Why is no real title available?)
 
1999-09-29Paper
On the control of queueing systems with failures and repairs
Applied Stochastic Models and Data Analysis
1999-08-30Paper
Optimal starting—stopping problems for markov–feller processes
Stochastics and Stochastic Reports
1998-07-06Paper
scientific article; zbMATH DE number 891094 (Why is no real title available?)
 
1997-12-10Paper
Ergodic control of reflected diffusions with jumps
Applied Mathematics and Optimization
1997-12-01Paper
Singular ergodic control for multidimensional Gaussian processes
MCSS. Mathematics of Control, Signals, and Systems
1992-06-28Paper
scientific article; zbMATH DE number 14968 (Why is no real title available?)
 
1992-06-25Paper
Ergodic problem for optimal stochastic switching
Journal of Mathematical Analysis and Applications
1990-01-01Paper
On the Optimal Reward Function of the Continuous Time Multiarmed Bandit Problem
SIAM Journal on Control and Optimization
1990-01-01Paper
scientific article; zbMATH DE number 4105971 (Why is no real title available?)
 
1989-01-01Paper
Additive Control of Stochastic Linear Systems with Finite Horizon
SIAM Journal on Control and Optimization
1985-01-01Paper
Reflected diffusion processes with jumps
The Annals of Probability
1985-01-01Paper
On optimal correction problems with partial information
Stochastic Analysis and Applications
1985-01-01Paper
scientific article; zbMATH DE number 3902533 (Why is no real title available?)
 
1985-01-01Paper
scientific article; zbMATH DE number 3887588 (Why is no real title available?)
 
1985-01-01Paper
An Ergodic Control Problem for Reflected Diffusion with Jump
IMA Journal of Mathematical Control and Information
1984-01-01Paper
scientific article; zbMATH DE number 3875117 (Why is no real title available?)
 
1984-01-01Paper
On singular stochastic control problems for diffusion with jumps
IEEE Transactions on Automatic Control
1984-01-01Paper
Long-term average cost control problems for continuous time Markov processes: A survey
Acta Applicandae Mathematicae
1983-01-01Paper
Asymptotics in quasi-variational inequalities and ergodic control problems
Systems & Control Letters
1983-01-01Paper
On a class of singular stochastic control problems
Southeast Asian Bulletin of Mathematics
1983-01-01Paper
scientific article; zbMATH DE number 3859003 (Why is no real title available?)
 
1983-01-01Paper
scientific article; zbMATH DE number 3840981 (Why is no real title available?)
 
1983-01-01Paper
scientific article; zbMATH DE number 3762739 (Why is no real title available?)
 
1982-01-01Paper
On the Convergence of the Discrete Time Dynamic Programming Equation for General Semigroups
SIAM Journal on Control and Optimization
1982-01-01Paper
scientific article; zbMATH DE number 3762742 (Why is no real title available?)
 
1982-01-01Paper
On Some Impulse Control Problems with Long Run Average Cost
SIAM Journal on Control and Optimization
1981-01-01Paper
scientific article; zbMATH DE number 3721594 (Why is no real title available?)
 
1979-01-01Paper
scientific article; zbMATH DE number 3618021 (Why is no real title available?)
 
1978-01-01Paper
scientific article; zbMATH DE number 3696958 (Why is no real title available?)
 
1978-01-01Paper
The Free Boundary for Variational Inequalities with Nonlocal Operators
SIAM Journal on Control and Optimization
1978-01-01Paper
scientific article; zbMATH DE number 3588499 (Why is no real title available?)
 
1978-01-01Paper
scientific article; zbMATH DE number 3560753 (Why is no real title available?)
 
1977-01-01Paper
scientific article; zbMATH DE number 3554123 (Why is no real title available?)
 
1977-01-01Paper
scientific article; zbMATH DE number 3534398 (Why is no real title available?)
 
1976-01-01Paper
scientific article; zbMATH DE number 3593459 (Why is no real title available?)
 
1976-01-01Paper
scientific article; zbMATH DE number 3517014 (Why is no real title available?)
 
1976-01-01Paper
scientific article; zbMATH DE number 3471912 (Why is no real title available?)
 
1975-01-01Paper


Research outcomes over time


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