| Publication | Date of Publication | Type |
|---|
Recent results on discrete-time hybrid control models with general state and action spaces
Pure and Applied Functional Analysis | 2024-06-11 | Paper |
Ergodic switching control for diffusion-type processes
Probability, Uncertainty and Quantitative Risk | 2023-04-26 | Paper |
Optimal stopping problems for a family of continuous-time Markov processes
Modern Trends in Controlled Stochastic Processes: | 2021-09-30 | Paper |
On ergodic control of switching processes
Communications in Information and Systems | 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
Banach Center Publications | 2021-05-20 | Paper |
Discrete-time control with non-constant discount factor
Mathematical Methods of Operations Research | 2020-12-15 | Paper |
Discrete-time hybrid control in Borel spaces
Applied Mathematics and Optimization | 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
Applicationes Mathematicae | 2019-10-16 | Paper |
On some ergodic impulse control problems with constraint
SIAM Journal on Control and Optimization | 2018-07-27 | Paper |
Discrete-time hybrid control in Borel spaces: average cost optimality criterion
Journal of Mathematical Analysis and Applications | 2018-04-25 | Paper |
On some impulse control problems with constraint
SIAM Journal on Control and Optimization | 2017-10-24 | Paper |
On some optimal stopping problems with constraint
SIAM Journal on Control and Optimization | 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
Nonlinear Dynamics | 2015-09-02 | Paper |
Singular ergodic control for multidimensional Gaussian–Poisson processes
Stochastics | 2014-04-17 | Paper |
On the impulse control of jump diffusions
SIAM Journal on Control and Optimization | 2013-09-26 | Paper |
On the LQG theory with bounded control
NoDEA. Nonlinear Differential Equations and Applications | 2010-10-29 | Paper |
scientific article; zbMATH DE number 5313396 (Why is no real title available?)
| 2008-08-19 | Paper |
Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems
Automation and Remote Control | 2008-05-20 | Paper |
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
Doklady Mathematics | 2008-03-13 | Paper |
scientific article; zbMATH DE number 5235759 (Why is no real title available?)
| 2008-02-15 | Paper |
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control
Doklady Mathematics | 2007-10-02 | Paper |
Some Results of Backward Itô Formula
Stochastic Analysis and Applications | 2007-06-27 | Paper |
Green and Poisson functions with Wentzell boundary conditions
Journal of Differential Equations | 2007-06-06 | Paper |
Remarks on risk-sensitive control problems
Applied Mathematics and Optimization | 2006-03-02 | Paper |
scientific article; zbMATH DE number 2201292 (Why is no real title available?)
| 2005-09-01 | Paper |
scientific article; zbMATH DE number 2162736 (Why is no real title available?)
| 2005-04-29 | Paper |
scientific article; zbMATH DE number 2134070 (Why is no real title available?)
| 2005-02-15 | Paper |
scientific article; zbMATH DE number 2107020 (Why is no real title available?)
| 2004-10-11 | Paper |
scientific article; zbMATH DE number 1893799 (Why is no real title available?)
| 2004-03-18 | Paper |
Stochastic 2-D Navier-Stokes equation
Applied Mathematics and Optimization | 2003-03-13 | Paper |
Impulse control of stochastic Navier-Stokes equations
Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods | 2003-03-11 | Paper |
scientific article; zbMATH DE number 1779822 (Why is no real title available?)
| 2003-02-02 | Paper |
Stochastic PDE for nonlinear vibration of elastic panels
Differential and Integral Equations | 2003-01-26 | Paper |
scientific article; zbMATH DE number 1776586 (Why is no real title available?)
| 2002-08-06 | Paper |
Stochastic hybrid control
Journal of Mathematical Analysis and Applications | 2001-02-28 | Paper |
Regularity of the free boundary in singular stochastic control
Journal of Differential Equations | 2000-02-16 | Paper |
Invariant measure for diffusions with jumps
Applied Mathematics and Optimization | 1999-12-05 | Paper |
scientific article; zbMATH DE number 1153878 (Why is no real title available?)
| 1999-11-08 | Paper |
scientific article; zbMATH DE number 1254182 (Why is no real title available?)
| 1999-09-29 | Paper |
On the control of queueing systems with failures and repairs
Applied Stochastic Models and Data Analysis | 1999-08-30 | Paper |
Optimal starting—stopping problems for markov–feller processes
Stochastics and Stochastic Reports | 1998-07-06 | Paper |
Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces
Nonlinear Analysis: Theory, Methods & Applications | 1998-06-22 | Paper |
scientific article; zbMATH DE number 1133028 (Why is no real title available?)
| 1998-05-27 | Paper |
Ergodic control of reflected diffusions with jumps
Applied Mathematics and Optimization | 1997-12-01 | Paper |
On an Investment-Consumption Model with Transaction Costs
SIAM Journal on Control and Optimization | 1996-06-11 | Paper |
Multi-asset portfolio selection problem with transaction costs
Mathematics and Computers in Simulation | 1995-09-04 | Paper |
scientific article; zbMATH DE number 741518 (Why is no real title available?)
| 1995-07-23 | Paper |
Maximum principles for integro-differential parabolic operators
Differential and Integral Equations | 1995-02-23 | Paper |
scientific article; zbMATH DE number 701803 (Why is no real title available?)
| 1994-12-11 | Paper |
Optimal control and differential games with measures
Nonlinear Analysis: Theory, Methods & Applications | 1994-11-17 | Paper |
scientific article; zbMATH DE number 524238 (Why is no real title available?)
| 1994-08-29 | Paper |
Generalized Lamé-Clapeyron solution for a one-phase source Stefan problem
Computational and Applied Mathematics | 1994-07-26 | Paper |
scientific article; zbMATH DE number 540807 (Why is no real title available?)
| 1994-04-06 | Paper |
scientific article; zbMATH DE number 503102 (Why is no real title available?)
| 1994-03-07 | Paper |
scientific article; zbMATH DE number 473351 (Why is no real title available?)
| 1993-12-06 | Paper |
scientific article; zbMATH DE number 78058 (Why is no real title available?)
| 1992-12-15 | Paper |
Singular ergodic control for multidimensional Gaussian processes
MCSS. Mathematics of Control, Signals, and Systems | 1992-06-28 | Paper |
scientific article; zbMATH DE number 14967 (Why is no real title available?)
| 1992-06-25 | Paper |
Monotone Control of a Damped Oscillator Under Random Perturbations
IMA Journal of Mathematical Control and Information | 1992-06-25 | Paper |
Exponential estimates in exit probability for some diffusion processes in hilbert spaces
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
Ergodic problem for optimal stochastic switching
Journal of Mathematical Analysis and Applications | 1990-01-01 | Paper |
Variational approach of serial multilevel production/inventory systems
Journal of Optimization Theory and Applications | 1990-01-01 | Paper |
On the Optimal Reward Function of the Continuous Time Multiarmed Bandit Problem
SIAM Journal on Control and Optimization | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4118295 (Why is no real title available?)
| 1989-01-01 | Paper |
Some Estimates for Finite Difference Approximations
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4105971 (Why is no real title available?)
| 1989-01-01 | Paper |
Green's function and invariant density for an integro-differential operator of second order
Annali di Matematica Pura ed Applicata. Serie Quarta | 1989-01-01 | Paper |
Optimal correction problem of a multidimensional stochastic system
Automatica | 1989-01-01 | Paper |
Asymptotic behavior of the first order obstacle problem
Journal of Differential Equations | 1988-01-01 | Paper |
On the Numerical Approximation of an Optimal Correction Problem
SIAM Journal on Scientific and Statistical Computing | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4191401 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4174062 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4027046 (Why is no real title available?)
| 1987-01-01 | Paper |
Optimal impulse control problems for degenerate diffusions with jumps
Acta Applicandae Mathematicae | 1987-01-01 | Paper |
On the asymptotic behaviour of solutions of integro-differential inequalities
Ricerche di Matematica | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4045283 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 3969349 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 4003580 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3894813 (Why is no real title available?)
| 1985-01-01 | Paper |
Additive Control of Stochastic Linear Systems with Finite Horizon
SIAM Journal on Control and Optimization | 1985-01-01 | Paper |
Reflected diffusion processes with jumps
The Annals of Probability | 1985-01-01 | Paper |
On optimal correction problems with partial information
Stochastic Analysis and Applications | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3902533 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3887588 (Why is no real title available?)
| 1985-01-01 | Paper |
Optimal Stochastic Scheduling of Power Generation Systems with Scheduling Delays and Large Cost Differentials
SIAM Journal on Control and Optimization | 1984-01-01 | Paper |
An Ergodic Control Problem for Reflected Diffusion with Jump
IMA Journal of Mathematical Control and Information | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3875117 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3877054 (Why is no real title available?)
| 1984-01-01 | Paper |
On singular stochastic control problems for diffusion with jumps
IEEE Transactions on Automatic Control | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3840981 (Why is no real title available?)
| 1983-01-01 | Paper |
scientific article; zbMATH DE number 3813492 (Why is no real title available?)
| 1983-01-01 | Paper |
scientific article; zbMATH DE number 3774629 (Why is no real title available?)
Indiana University Mathematics Journal | 1983-01-01 | Paper |
On a system of first-order quasi-variational inequalities connected with the optimal switching problem
Systems \& Control Letters | 1983-01-01 | Paper |
On a class of singular stochastic control problems
Southeast Asian Bulletin of Mathematics | 1983-01-01 | Paper |
Method of regularization for second-order stochastic∗
Stochastic Analysis and Applications | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3762742 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3788510 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3797649 (Why is no real title available?)
| 1982-01-01 | Paper |
Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
SIAM Journal on Control and Optimization | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3869053 (Why is no real title available?)
| 1982-01-01 | Paper |
On a degenerate variational inequality with Neumann boundary conditions
Journal of Optimization Theory and Applications | 1982-01-01 | Paper |
Le problème de temps d'arret optimal déterministe et l'inéquation variationnelle du premier ordre associee
Applied Mathematics and Optimization | 1982-01-01 | Paper |
Le problème de contrôle impulsionnel optimal déterministe et l'inéquation quasi-variationnelle du premier ordre associee
Applied Mathematics and Optimization | 1982-01-01 | Paper |
Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. II
SIAM Journal on Control and Optimization | 1982-01-01 | Paper |
Existence and uniqueness for degenerate second order variational inequalities
Nonlinear Analysis: Theory, Methods & Applications | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3734892 (Why is no real title available?)
| 1981-01-01 | Paper |
A singular perturbation result for variational and quasi-variational inequalities
Nonlinear Analysis: Theory, Methods & Applications | 1981-01-01 | Paper |
The Separation Principle for Impulse Control Problems
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3700699 (Why is no real title available?)
| 1980-01-01 | Paper |
On the Optimal Stopping Time Problem for Degenerate Diffusions
SIAM Journal on Control and Optimization | 1980-01-01 | Paper |
On the Optimal Impulse Control Problem for Degenerate Diffusions
SIAM Journal on Control and Optimization | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3662293 (Why is no real title available?)
| 1979-01-01 | Paper |
Le principe de separation pour le probleme de temps d'arret optimal
Stochastics | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3710899 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3601513 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3560443 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3567492 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3572564 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3565656 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3538405 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3544458 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3554732 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3518688 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3489007 (Why is no real title available?)
| 1975-01-01 | Paper |
