Richard H. Stockbridge

Available identifiers

zbMath Open stockbridge.richard-hMaRDI QIDQ212968

List of research outcomes

Publication	Date of Publication	Type
On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes	2024-02-20	Paper
On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems	2020-11-27	Paper
A weak convergence approach to inventory control using a long-term average criterion	2020-02-05	Paper
Convergence of Finite Element Methods for Singular Stochastic Control	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	2017-11-22	Paper
Continuous inventory models of diffusion type: long-term average cost criterion	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	2015-10-06	Paper
Impulse Control of Standard Brownian Motion: Discounted Criterion	2015-10-06	Paper
A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion	2015-08-18	Paper
Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time	2014-03-24	Paper
Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model	2013-06-19	Paper
On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time	2012-11-09	Paper
Analysis of production decisions under budget limitations	2012-01-03	Paper
On Optimal Harvesting Problems in Random Environments	2011-07-22	Paper
Thinning and harvesting in stochastic forest models	2011-01-31	Paper
Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions	2010-06-07	Paper
Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming	2009-07-03	Paper
Determining the Optimal Control of Singular Stochastic Processes Using Linear Programming	2009-05-22	Paper
A separation principle for partially observed control of singular stochastic processes	2009-02-04	Paper
THE PEDESTRIAN PRINCIPLE FOR DIFFERENTIAL GAMES	2007-06-05	Paper
Linear programming approach to the optimal stopping of singular stochastic processes	2007-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q5463038	2005-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q3160520	2005-02-09	Paper
The problem of moments on polytopes and other bounded regions.	2003-10-14	Paper
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming	2003-07-15	Paper
Extension Of Dale's Moment Conditions With Application To The Wright–fisher Model	2003-05-04	Paper
Linear Programming Formulation for Optimal Stopping Problems	2002-06-23	Paper
https://portal.mardi4nfdi.de/entity/Q4438222	2002-01-01	Paper
Stationary solutions and forward equations for controlled and singular martingale problems	2001-12-10	Paper
Numerical comparison of controls and verification of optimality for stochastic control problems	2001-05-09	Paper
Approximation of Infinite-Dimensional Linear Programming Problems which Arise in Stochastic Control	1998-09-21	Paper
Existence of Markov Controls and Characterization of Optimal Markov Controls	1998-05-10	Paper
Long-term average control of a continuous, monotone process	1993-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q3140697	1993-11-28	Paper
Optimal control and replacement with state-dependent failure rate: Dynamic programming	1993-10-28	Paper
Optimal control and replacement with state-dependent failure rate: An invariant measure approach	1993-10-28	Paper
A martingale approach to the slow server problem	1991-01-01	Paper
Optimal Control of the Running Max	1991-01-01	Paper
Time-average control of martingale problems: Existence of a stationary solution	1990-01-01	Paper
Time-average control of martingale problems: A linear programming formulation	1990-01-01	Paper
Time-average control of martingale problems: the hamilton-jacobi-bellman equation	1989-01-01	Paper

Research outcomes over time

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