José Luis Menaldi

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Person:1070989

Available identifiers

zbMath Open menaldi.jose-luisMaRDI QIDQ1070989

List of research outcomes

PublicationDate of PublicationType
Ergodic switching control for diffusion-type processes2023-04-26Paper
Optimal Stopping Problems for a Family of Continuous-Time Markov Processes2021-09-30Paper
On ergodic control of switching processes2021-08-06Paper
On Some Quasi-Variational Inequalities and Other Problems with Moving Sets2021-06-09Paper
Ergodic impulse control with constraint: locally compact case2021-05-20Paper
Discrete-time control with non-constant discount factor2020-12-15Paper
Discrete-time hybrid control in Borel spaces2020-04-14Paper
On optimal stopping and impulse control with constraint2019-11-20Paper
Relaxation and linear programs in a hybrid control model2019-10-16Paper
On Some Ergodic Impulse Control Problems with Constraint2018-07-27Paper
Discrete-time hybrid control in Borel spaces: average cost optimality criterion2018-04-25Paper
On Some Impulse Control Problems with Constraint2017-10-24Paper
On Some Optimal Stopping Problems with Constraint2016-10-05Paper
Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility2016-01-04Paper
Almost sure asymptotic stabilization of differential equations with time-varying delay by Lévy noise2015-09-02Paper
Singular ergodic control for multidimensional Gaussian–Poisson processes2014-04-17Paper
On the Impulse Control of Jump Diffusions2013-09-26Paper
On the LQG theory with bounded control2010-10-29Paper
https://portal.mardi4nfdi.de/entity/Q35195812008-08-19Paper
Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems2008-05-20Paper
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control2008-03-13Paper
https://portal.mardi4nfdi.de/entity/Q54417072008-02-15Paper
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control2007-10-02Paper
Some Results of Backward Itô Formula2007-06-27Paper
Green and Poisson functions with Wentzell boundary conditions2007-06-06Paper
Remarks on risk-sensitive control problems2006-03-02Paper
https://portal.mardi4nfdi.de/entity/Q53137232005-09-01Paper
https://portal.mardi4nfdi.de/entity/Q46732142005-04-29Paper
https://portal.mardi4nfdi.de/entity/Q31592102005-02-15Paper
https://portal.mardi4nfdi.de/entity/Q48211652004-10-11Paper
https://portal.mardi4nfdi.de/entity/Q48013652004-03-18Paper
Stochastic 2-D Navier-Stokes equation2003-03-13Paper
Impulse control of stochastic Navier-Stokes equations2003-03-11Paper
https://portal.mardi4nfdi.de/entity/Q45430192003-02-02Paper
Stochastic PDE for nonlinear vibration of elastic panels2003-01-26Paper
https://portal.mardi4nfdi.de/entity/Q45449292002-08-06Paper
Stochastic hybrid control2001-02-28Paper
Regularity of the free boundary in singular stochastic control2000-02-16Paper
Invariant measure for diffusions with jumps1999-12-05Paper
https://portal.mardi4nfdi.de/entity/Q43894821999-11-08Paper
https://portal.mardi4nfdi.de/entity/Q42272181999-09-29Paper
On the control of queueing systems with failures and repairs1999-08-30Paper
Optimal starting—stopping problems for markov–feller processes1998-07-06Paper
Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces1998-06-22Paper
https://portal.mardi4nfdi.de/entity/Q43819021998-05-27Paper
Ergodic control of reflected diffusions with jumps1997-12-01Paper
On an Investment-Consumption Model with Transaction Costs1996-06-11Paper
Multi-asset portfolio selection problem with transaction costs1995-09-04Paper
https://portal.mardi4nfdi.de/entity/Q43277291995-07-23Paper
Maximum principles for integro-differential parabolic operators1995-02-23Paper
https://portal.mardi4nfdi.de/entity/Q43155011994-12-11Paper
Optimal control and differential games with measures1994-11-17Paper
https://portal.mardi4nfdi.de/entity/Q42847251994-08-29Paper
Generalized Lamé-Clapeyron solution for a one-phase source Stefan problem1994-07-26Paper
https://portal.mardi4nfdi.de/entity/Q42864911994-04-06Paper
https://portal.mardi4nfdi.de/entity/Q42794091994-03-07Paper
https://portal.mardi4nfdi.de/entity/Q42729821993-12-06Paper
https://portal.mardi4nfdi.de/entity/Q40161771992-12-15Paper
Singular ergodic control for multidimensional Gaussian processes1992-06-28Paper
Monotone Control of a Damped Oscillator Under Random Perturbations1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q39773171992-06-25Paper
Variational approach of serial multilevel production/inventory systems1990-01-01Paper
Ergodic problem for optimal stochastic switching1990-01-01Paper
On the Optimal Reward Function of the Continuous Time Multiarmed Bandit Problem1990-01-01Paper
Exponential estimates in exit probability for some diffusion processes in hilbert spaces1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47324081989-01-01Paper
Some Estimates for Finite Difference Approximations1989-01-01Paper
Green's function and invariant density for an integro-differential operator of second order1989-01-01Paper
Optimal correction problem of a multidimensional stochastic system1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38303081989-01-01Paper
Asymptotic behavior of the first order obstacle problem1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31986461988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32111121988-01-01Paper
On the Numerical Approximation of an Optimal Correction Problem1988-01-01Paper
On the asymptotic behaviour of solutions of integro-differential inequalities1987-01-01Paper
Optimal impulse control problems for degenerate diffusions with jumps1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37685701987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37828931987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37363181986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37549351986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51870561985-01-01Paper
On optimal correction problems with partial information1985-01-01Paper
Reflected diffusion processes with jumps1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32221011985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36807331985-01-01Paper
Additive Control of Stochastic Linear Systems with Finite Horizon1985-01-01Paper
On singular stochastic control problems for diffusion with jumps1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33423261984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33424181984-01-01Paper
Optimal Stochastic Scheduling of Power Generation Systems with Scheduling Delays and Large Cost Differentials1984-01-01Paper
An Ergodic Control Problem for Reflected Diffusion with Jump1984-01-01Paper
On a system of first-order quasi-variational inequalities connected with the optimal switching problem1983-01-01Paper
On a class of singular stochastic control problems1983-01-01Paper
Method of regularization for second-order stochastic1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33114191983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36614451983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39546011983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47426731982-01-01Paper
On a degenerate variational inequality with Neumann boundary conditions1982-01-01Paper
Le problème de temps d'arret optimal déterministe et l'inéquation variationnelle du premier ordre associee1982-01-01Paper
Le problème de contrôle impulsionnel optimal déterministe et l'inéquation quasi-variationnelle du premier ordre associee1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33372091982-01-01Paper
Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I1982-01-01Paper
Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. II1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39451281982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39660321982-01-01Paper
A singular perturbation result for variational and quasi-variational inequalities1981-01-01Paper
The Separation Principle for Impulse Control Problems1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39219351981-01-01Paper
Existence and uniqueness for degenerate second order variational inequalities1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38937901980-01-01Paper
On the Optimal Stopping Time Problem for Degenerate Diffusions1980-01-01Paper
On the Optimal Impulse Control Problem for Degenerate Diffusions1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38605701979-01-01Paper
Le principe de separation pour le probleme de temps d'arret optimal1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39020921978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41688511978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41313781977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41376881977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41392431977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41436281977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41144171976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41195271976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41291891976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40707261975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40968531975-01-01Paper

Research outcomes over time


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