Optimal Switching for Ordinary Differential Equations
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- On first-order quasi-variational inequalities with integral terms
- Zero-sum differential games involving impulse controls
- On unbounded solutions of Bellman's equation associated with optimal switching control problems with state constraints
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- Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching
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- Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations
- A zero-sum hybrid stochastic differential game with switching controls
- Optimal control of switching systems
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes
- Weakly coupled mean-field game systems
- Approximate solutions of the Bellman equation of deterministic control theory
- Uniqueness of unbounded viscosity solutions for impulse control problem
- Differential games with switching strategies
- The Lax-Friedrichs sweeping method for optimal control problems in continuous and hybrid dynamics
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