Occupation measures for controlled Markov processes: Characterization and optimality
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- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control
- Averaging and linear programming in some singularly perturbed problems of optimal control
- Existence of asymptotic values for nonexpansive stochastic control systems
- Linear programming approach to the optimal stopping of singular stochastic processes
- Linear programming approach to optimal impulse control problems with functional constraints
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions
- Numerical comparison of controls and verification of optimality for stochastic control problems
- On the solution structure of infinite-dimensional linear problems stemming from singular stochastic control problems
- Characterization of stationary distributions of reflected diffusions
- Representation formulas for limit values of long run stochastic optimal controls
- Convergence of finite element methods for singular stochastic control
- Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems
- Rate of Convergence of Empirical Measures and Costs in Controlled Markov Chains and Transient Optimality
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- A separation principle for partially observed control of singular stochastic processes
- Theoretical guarantees for satisfaction of terminal state constraints for nonlinear stochastic systems
- Finite element approximations for stochastic control problems with unbounded state space
- Controlled martingale problems and their Markov mimics
- Min-max control problems via occupational measures
- Envelopes of sets of measures, tightness, and Markov control processes
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- Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time
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- Some applications of linear programming formulations in stochastic control
- Dynamic programming for ergodic control with partial observations.
- Computable Primal and Dual Bounds for Stochastic Control
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- A convex analytic approach to Markov decision processes
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- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
- Controlled equilibrium selection in stochastically perturbed dynamics
- A numerical method for ergodic optimal control of switching diffusions with reflection
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