| Publication | Date of Publication | Type |
|---|
Modelling river flows as jump-diffusion processes
Atti della Accademia Peloritana dei Pericolanti. Classe di Scienze Fisiche, Matemàtiche e Naturali | 2024-12-03 | Paper |
Exact solutions to first-passage problems for jump-diffusion processes
Bulletin of the Polish Academy of Sciences, Mathematics | 2024-11-27 | Paper |
Computer virus propagation modelled as a stochastic differential game
Atti della Accademia Peloritana dei Pericolanti. Classe di Scienze Fisiche, Matemàtiche e Naturali | 2024-11-22 | Paper |
On the duration of an epidemic
Differential Equations and Dynamical Systems | 2024-10-28 | Paper |
Exact solutions to differential equations with different arguments
Buletinul Academiei de Științe a Republicii Moldova. Matematica | 2024-10-08 | Paper |
A discrete-time homing problem with two optimizers
Games | 2024-06-14 | Paper |
A boundary value problem for a non-linear difference equation
Archives of Control Sciences | 2024-05-30 | Paper |
Controlled two-dimensional Markov chains between two absorbing barriers
Journal of Difference Equations and Applications | 2024-04-18 | Paper |
An exact formula for the value of a portfolio at a random final time
| 2024-04-11 | Paper |
A first-passage-place problem for integrated diffusion processes
Journal of Applied Probability | 2024-02-23 | Paper |
Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral
Statistics \& Probability Letters | 2024-02-12 | Paper |
Optimal control of jump-diffusion processes with random parameters
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica | 2023-11-29 | Paper |
An optimal control problem for the maintenance of a machine
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2023-06-19 | Paper |
Maximizing the expected remaining useful lifetime of a weakly controlled device
Engineering Optimization | 2022-12-23 | Paper |
Probabilistic solutions of integral equations from optimal control
Journal of Integral Equations and Applications | 2022-08-29 | Paper |
First-passage problems for diffusion processes with state-dependent jumps
Communications in Statistics: Theory and Methods | 2022-06-01 | Paper |
Minimizing or maximizing the first-passage time to a time-dependent boundary
Optimization | 2022-04-01 | Paper |
The homing problem for autoregressive processes
IMA Journal of Mathematical Control and Information | 2022-03-10 | Paper |
The inverse first-passage-place problem for Wiener processes
Stochastic Analysis and Applications | 2022-01-31 | Paper |
On a modified \(\mathrm{M/M}/m/n\) queueing model
Computer Science Journal of Moldova | 2021-09-20 | Paper |
Minimizing the time spent in an interval by a Wiener process with uniform jumps
| 2021-05-25 | Paper |
Moments of first-passage places for jump-diffusion processes
Sankhyā. Series A | 2021-05-03 | Paper |
Mean of a first-passage time for a two-dimensional diffusion process
| 2021-04-27 | Paper |
scientific article; zbMATH DE number 7329815 (Why is no real title available?)
| 2021-03-30 | Paper |
Exact solutions to the homing problem for a Wiener process with jumps
Optimization | 2021-02-19 | Paper |
The ruin problem for a Wiener process with state-dependent jumps
Journal of Applied Mathematics, Statistics and Informatics | 2020-12-07 | Paper |
Optimal and suboptimal control of a standard Brownian motion
Archives of Control Sciences | 2020-10-12 | Paper |
A stochastic model for computer virus propagation
Journal of Dynamics and Games | 2020-08-28 | Paper |
The LQG homing problem for a Wiener process with random infinitesimal parameters
| 2020-03-12 | Paper |
Optimal control problems for diffusion processes with random parameters
| 2019-10-07 | Paper |
Stochastic optimal control of a mixing flow model
| 2019-03-07 | Paper |
Modeling and forecasting river flows by means of filtered Poisson processes
Applied Mathematical Modelling | 2018-12-18 | Paper |
LQG homing problems for processes used in financial mathematics
| 2018-06-28 | Paper |
Optimally ending an epidemic
Optimization | 2018-05-03 | Paper |
Estimating the probability of exceeding a given river flow threshold
| 2017-08-08 | Paper |
An application of filtered renewal processes in hydrology
International Journal of Engineering Mathematics | 2016-04-26 | Paper |
Exact and approximate solutions to LQG homing problems in one and two dimensions
Optimal Control Applications \& Methods | 2016-04-15 | Paper |
LQG homing for jump-diffusion processes
| 2015-08-27 | Paper |
Two-dimensional diffusion processes as models in lifetime studies
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2014-12-22 | Paper |
Probabilistic solution to a two-dimensional LQG homing problem
| 2014-12-09 | Paper |
Forcing a controlled diffusion process to leave through the right end of an interval
| 2014-10-01 | Paper |
Linearization of a matrix Riccati equation associated to an optimal control problem
International Journal of Differential Equations | 2014-06-30 | Paper |
Discrete homing problems
Archives of Control Sciences | 2014-06-17 | Paper |
First passage to a semi-infinite line for a two-dimensional Wiener process
| 2014-04-28 | Paper |
Controlling a two-dimensional diffusion process at most until a fixed time
Optimization | 2014-02-07 | Paper |
On a discrete version of the CIR process
Journal of Difference Equations and Applications | 2013-09-03 | Paper |
General LQG homing problems in one dimension
International Journal of Stochastic Analysis | 2013-01-09 | Paper |
LQG homing problem with a maximin cost
Journal of the Franklin Institute | 2012-12-28 | Paper |
Avoiding bankruptcy at all costs
ROMAI Journal | 2012-10-22 | Paper |
On a diffusion process intermediate between standard Brownian motion and the Ornstein-Uhlenbeck process
ROMAI Journal | 2012-10-22 | Paper |
Strictly increasing Markov chains as wear processes
ROMAI Journal | 2012-10-04 | Paper |
Maximizing a function of the survival time of a Wiener process in an interval
Stochastic Differential Equations and Processes | 2012-09-21 | Paper |
Moments of first-passage places and related results for the integrated Brownian motion
ROMAI Journal | 2012-09-20 | Paper |
Survival optimization for a diffusion process
ROMAI Journal | 2012-09-20 | Paper |
First hitting problems for Markov chains that converge to a geometric Brownian motion
ISRN Discrete Mathematics | 2012-04-03 | Paper |
A semi-Markov process with an inverse Gaussian distribution as sojourn time
Applied Mathematical Modelling | 2011-11-11 | Paper |
Similarity solutions of partial differential equations in probability
Journal of Probability and Statistics | 2011-10-26 | Paper |
Mean first passage times of two-dimensional processes with jumps
Statistics \& Probability Letters | 2011-07-26 | Paper |
Is the Internet slowing down?
| 2011-06-27 | Paper |
Stochastic optimal control in a danger zone
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2011-06-10 | Paper |
Maximizing the mean exit time of a Brownian motion from an interval
International Journal of Stochastic Analysis | 2011-05-26 | Paper |
Explicit solutions to the Kolmogorov backward equation
| 2011-01-03 | Paper |
scientific article; zbMATH DE number 5778390 (Why is no real title available?)
| 2010-09-02 | Paper |
Mean First-Passage Time to Zero for Wear Processes
Stochastic Models | 2010-05-21 | Paper |
Nearly Gaussian distributions and application
Communications in Statistics: Theory and Methods | 2010-05-21 | Paper |
First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process
International Journal of Mathematics and Mathematical Sciences | 2010-04-20 | Paper |
On a process derived from a filtered Poisson process
| 2010-04-12 | Paper |
On a non-homogeneous difference equation from probability theory
Tatra Mountains Mathematical Publications | 2009-12-09 | Paper |
Optimal control problems with random final time
| 2009-10-12 | Paper |
Basic Probability Theory with Applications
Springer Undergraduate Texts in Mathematics and Technology | 2009-10-01 | Paper |
Using filtered Poisson processes to model a river flow
Applied Mathematical Modelling | 2009-08-23 | Paper |
A Filtered Renewal Process as a Model for a River Flow
Progress in Industrial Mathematics at ECMI 2004 | 2009-03-31 | Paper |
Generalized filtered Poisson processes and application in hydrology
Statistics \& Probability Letters | 2008-12-10 | Paper |
The gambler's ruin problem for a Markov chain related to the Bessel process
Statistics \& Probability Letters | 2008-10-30 | Paper |
scientific article; zbMATH DE number 5320021 (Why is no real title available?)
| 2008-09-03 | Paper |
Exact and approximate probability densities for Wiener processes with random initial states
| 2008-01-18 | Paper |
scientific article; zbMATH DE number 5182665 (Why is no real title available?)
| 2007-08-24 | Paper |
Applied stochastic processes.
Universitext | 2007-03-07 | Paper |
Hitting place probabilities for two-dimensional diffusion processes
| 2007-01-26 | Paper |
First Passage Problems for Asymmetric Wiener Processes
Journal of Applied Probability | 2006-09-25 | Paper |
A one- and two-dimensional generalized Pareto model for a river flow
Applied Mathematical Modelling | 2006-09-25 | Paper |
First-Passage Distributions of Bidimensional Processes
Probability in the Engineering and Informational Sciences | 2006-08-30 | Paper |
Applied Probability and Statistics
| 2006-07-18 | Paper |
scientific article; zbMATH DE number 5038530 (Why is no real title available?)
| 2006-07-03 | Paper |
Linearization of a dynamic programming equation
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2006-02-14 | Paper |
A filtered renewal process as a model for a river flow
Mathematical Problems in Engineering | 2005-09-27 | Paper |
A homing problem for diffusion processes with control-dependent variance.
The Annals of Applied Probability | 2004-09-15 | Paper |
scientific article; zbMATH DE number 2098677 (Why is no real title available?)
| 2004-09-07 | Paper |
Modeling and forecasting the peak flows of a river
Mathematical Problems in Engineering | 2004-06-14 | Paper |
Survival maximization for a Laguerre population
Mathematical Problems in Engineering | 2004-06-14 | Paper |
Integrated diffusion processes inside rectangles
Boletín de la Sociedad Matemática Mexicana. Third Series | 2004-06-11 | Paper |
First-passage problems for degenerate two-dimensional diffusion processes
Test | 2004-03-07 | Paper |
scientific article; zbMATH DE number 2037786 (Why is no real title available?)
| 2004-02-03 | Paper |
Exact solutions to two-dimensional homing problems
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2003-09-23 | Paper |
Hitting parabolas and exponential curves with diffusion processes
Brazilian Journal of Probability and Statistics | 2003-09-03 | Paper |
A Three-Dimensional Landing Model
Mathematical and Computer Modelling of Dynamical Systems | 2003-06-10 | Paper |
scientific article; zbMATH DE number 1563434 (Why is no real title available?)
| 2002-09-25 | Paper |
scientific article; zbMATH DE number 1795964 (Why is no real title available?)
| 2002-09-04 | Paper |
scientific article; zbMATH DE number 1788321 (Why is no real title available?)
| 2002-08-25 | Paper |
scientific article; zbMATH DE number 1786293 (Why is no real title available?)
| 2002-08-21 | Paper |
Risk-averse control of a three-dimensional wear process
International Journal of Control | 2002-08-11 | Paper |
On the integral of the sum of squared Ornstein-Uhlenbeck processes
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
A different class of homing problems
Systems \& Control Letters | 2001-08-20 | Paper |
Maximizing the time spent by a diffusion process in an interval
Probability in the Engineering and Informational Sciences | 2001-07-08 | Paper |
First hitting place distributions for two-dimensional Wiener processes
Brazilian Journal of Probability and Statistics | 2001-06-21 | Paper |
Solving an LQG homing problem via a different uncontrolled process
International Journal of Control | 2000-06-12 | Paper |
scientific article; zbMATH DE number 1304161 (Why is no real title available?)
| 2000-04-04 | Paper |
A bidimensional optimal landing problem
Automatica | 2000-01-31 | Paper |
scientific article; zbMATH DE number 1234526 (Why is no real title available?)
| 1999-07-12 | Paper |
Using a geometric Brownian motion to control a Brownian motion and vice versa
Stochastic Processes and their Applications | 1999-01-14 | Paper |
scientific article; zbMATH DE number 1060035 (Why is no real title available?)
| 1998-10-11 | Paper |
scientific article; zbMATH DE number 1089126 (Why is no real title available?)
| 1998-09-30 | Paper |
scientific article; zbMATH DE number 1195736 (Why is no real title available?)
| 1998-09-01 | Paper |
First hitting place distributions for the Ornstein-Uhlenbeck process
Statistics \& Probability Letters | 1998-07-13 | Paper |
On the inverse of the first hitting time problem for bidimensional processes
Journal of Applied Probability | 1998-07-07 | Paper |
Reducing a nonlinear dynamic programming equation to a kolomogorov equation
Optimization | 1998-05-05 | Paper |
scientific article; zbMATH DE number 1067971 (Why is no real title available?)
| 1998-04-23 | Paper |
HITTING LINES and CIRCLES WITH DIFFUSION PROCESSES
Australian Journal of Statistics | 1997-11-17 | Paper |
scientific article; zbMATH DE number 929630 (Why is no real title available?)
| 1997-01-14 | Paper |
Similarity solutions of first-passage problems for two-dimensional Wiener processes
Statistics \& Probability Letters | 1996-12-08 | Paper |
Optimal control of wear processes
IEEE Transactions on Automatic Control | 1996-07-17 | Paper |
A stochastic hunting model involving two countries
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1996-02-06 | Paper |
scientific article; zbMATH DE number 814504 (Why is no real title available?)
| 1996-01-28 | Paper |
Problèmes de premier passage résolubles par la méthode de séparation des variables
Journal of Applied Probability | 1995-10-08 | Paper |
Stochastic bargaining models
Journal of Optimization Theory and Applications | 1995-07-03 | Paper |
Lqg problems with a possibly infinite final cost
Optimization | 1995-07-02 | Paper |
On a pursuit problem
Optimization | 1995-06-21 | Paper |
Risk-sensitive optimal investment policy
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1994-03-14 | Paper |
scientific article; zbMATH DE number 37986 (Why is no real title available?)
| 1992-06-28 | Paper |
Forcing a stochastic process to stay in or to leave a given region
The Annals of Applied Probability | 1991-01-01 | Paper |
scientific article; zbMATH DE number 4192502 (Why is no real title available?)
| 1990-01-01 | Paper |
Hitting lines at minimal cost with a Gaussian process
Automatica | 1990-01-01 | Paper |
Commande optimale du processus de wiener
Journal of Applied Probability | 1989-01-01 | Paper |
On the first hitting place of the integrated Wiener process
Advances in Applied Probability | 1989-01-01 | Paper |
First-Passage Densities of a Two-Dimensional Process
SIAM Journal on Applied Mathematics | 1989-01-01 | Paper |
Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
Stochastic Processes and their Applications | 1989-01-01 | Paper |
First‐passage densities of controlled Gaussian processes
The Canadian Journal of Statistics | 1989-01-01 | Paper |
Utilisation de densites des premier passage en commande optimale stochastique
Advances in Applied Probability | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4053501 (Why is no real title available?)
| 1988-01-01 | Paper |
Optimal control of an Ornstein-Uhlenbeck process
Stochastic Processes and their Applications | 1987-01-01 | Paper |
Optimal investment policy
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1987-01-01 | Paper |
LQG homing in two dimensions
IEEE Transactions on Automatic Control | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4003177 (Why is no real title available?)
| 1986-01-01 | Paper |
Une application des méthodes séquentielles aux tests de permutations
The Canadian Journal of Statistics | 1982-01-01 | Paper |
