| Publication | Date of Publication | Type |
|---|
On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes
SIAM Journal on Control and Optimization | 2024-02-20 | Paper |
On the solution structure of infinite-dimensional linear problems stemming from singular stochastic control problems
SIAM Journal on Control and Optimization | 2020-11-27 | Paper |
A weak convergence approach to inventory control using a long-term average criterion
Advances in Applied Probability | 2020-02-05 | Paper |
A weak convergence approach to inventory control using a long-term average criterion
Advances in Applied Probability | 2020-02-05 | Paper |
Convergence of finite element methods for singular stochastic control
SIAM Journal on Control and Optimization | 2018-12-07 | Paper |
| Dynamic Pricing with Variable Order Sizes for a Model with Constant Demand Elasticity | 2018-02-28 | Paper |
A Direct Approach to the Solution of Optimal Multiple-Stopping Problems
Systems & Control: Foundations & Applications | 2017-11-22 | Paper |
Continuous inventory models of diffusion type: long-term average cost criterion
The Annals of Applied Probability | 2017-09-15 | Paper |
| Linear Programming Formulations of Singular Stochastic Control Problems: Time-Homogeneous Problems | 2017-07-28 | Paper |
| A Counterintuitive Example in Inventory Management | 2017-02-03 | Paper |
Impulse control of standard Brownian motion: long-term average criterion
IFIP Advances in Information and Communication Technology | 2015-10-06 | Paper |
Impulse control of standard Brownian motion: discounted criterion
IFIP Advances in Information and Communication Technology | 2015-10-06 | Paper |
A measure approach for continuous inventory models: discounted cost criterion
SIAM Journal on Control and Optimization | 2015-08-18 | Paper |
Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time
Metrika | 2014-03-24 | Paper |
Harvesting in stochastic environments: optimal policies in a relaxed model
IFIP Advances in Information and Communication Technology | 2013-06-19 | Paper |
On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
Stochastics | 2012-11-09 | Paper |
Analysis of production decisions under budget limitations
Stochastics | 2012-01-03 | Paper |
On optimal harvesting problems in random environments
SIAM Journal on Control and Optimization | 2011-07-22 | Paper |
Thinning and harvesting in stochastic forest models
Journal of Economic Dynamics and Control | 2011-01-31 | Paper |
Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions
Advances in Applied Probability | 2010-06-07 | Paper |
Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming
Operations Research | 2009-07-03 | Paper |
Determining the Optimal Control of Singular Stochastic Processes Using Linear Programming
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
A separation principle for partially observed control of singular stochastic processes
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2009-02-04 | Paper |
THE PEDESTRIAN PRINCIPLE FOR DIFFERENTIAL GAMES
International Game Theory Review | 2007-06-05 | Paper |
Linear programming approach to the optimal stopping of singular stochastic processes
Stochastics | 2007-03-30 | Paper |
| scientific article; zbMATH DE number 2189788 (Why is no real title available?) | 2005-08-01 | Paper |
| scientific article; zbMATH DE number 2133128 (Why is no real title available?) | 2005-02-09 | Paper |
The problem of moments on polytopes and other bounded regions.
Journal of Mathematical Analysis and Applications | 2003-10-14 | Paper |
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming
Mathematical Methods of Operations Research | 2003-07-15 | Paper |
Extension Of Dale's Moment Conditions With Application To The Wright–fisher Model
Stochastic Models | 2003-05-04 | Paper |
Linear Programming Formulation for Optimal Stopping Problems
SIAM Journal on Control and Optimization | 2002-06-23 | Paper |
| scientific article; zbMATH DE number 2015387 (Why is no real title available?) | 2002-01-01 | Paper |
Stationary solutions and forward equations for controlled and singular martingale problems
Electronic Journal of Probability | 2001-12-10 | Paper |
Stationary solutions and forward equations for controlled and singular martingale problems
Electronic Journal of Probability | 2001-12-10 | Paper |
Numerical comparison of controls and verification of optimality for stochastic control problems
Journal of Optimization Theory and Applications | 2001-05-09 | Paper |
Approximation of Infinite-Dimensional Linear Programming Problems which Arise in Stochastic Control
SIAM Journal on Control and Optimization | 1998-09-21 | Paper |
Existence of Markov Controls and Characterization of Optimal Markov Controls
SIAM Journal on Control and Optimization | 1998-05-10 | Paper |
Long-term average control of a continuous, monotone process
Applied Mathematics and Optimization | 1993-12-20 | Paper |
| scientific article; zbMATH DE number 440545 (Why is no real title available?) | 1993-11-28 | Paper |
Optimal control and replacement with state-dependent failure rate: Dynamic programming
The Annals of Applied Probability | 1993-10-28 | Paper |
Optimal control and replacement with state-dependent failure rate: An invariant measure approach
The Annals of Applied Probability | 1993-10-28 | Paper |
Optimal Control of the Running Max
SIAM Journal on Control and Optimization | 1991-01-01 | Paper |
A martingale approach to the slow server problem
Journal of Applied Probability | 1991-01-01 | Paper |
Time-average control of martingale problems: A linear programming formulation
The Annals of Probability | 1990-01-01 | Paper |
Time-average control of martingale problems: Existence of a stationary solution
The Annals of Probability | 1990-01-01 | Paper |
Time-average control of martingale problems: the hamilton-jacobi-bellman equation
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
Single-Item Continuous-Review Inventory Models with Random Supplies
(available as arXiv preprint) | N/A | Paper |
