| Publication | Date of Publication | Type |
|---|
Discounted cost linear quadratic Gaussian control for descriptor systems
International Journal of Control | 2022-06-03 | Paper |
A splitting/polynomial chaos expansion approach for stochastic evolution equations
Journal of Evolution Equations | 2021-08-10 | Paper |
Random perturbations in a mathematical model of bacterial resistance: analysis and optimal control
Mathematical Biosciences and Engineering | 2021-08-04 | Paper |
Analysis of Krylov subspace approximation to large-scale differential Riccati equations
ETNA - Electronic Transactions on Numerical Analysis | 2021-01-18 | Paper |
Analysis of Krylov subspace approximation to large-scale differential Riccati equations
ETNA - Electronic Transactions on Numerical Analysis | 2021-01-18 | Paper |
GPU acceleration of splitting schemes applied to differential matrix equations
Numerical Algorithms | 2020-01-22 | Paper |
Modeling Glyphosate aerial spray drift at the Ecuador-Colombia border
Applied Mathematical Modelling | 2020-01-09 | Paper |
An efficient SPDE approach for El Niño
Applied Mathematics and Computation | 2019-11-27 | Paper |
Solving matrix equations on multi-core and many-core architectures
Algorithms | 2019-03-26 | Paper |
Fourier-splitting method for solving hyperbolic LQR problems
Numerical Algebra, Control and Optimization | 2019-01-24 | Paper |
Numerical low-rank approximation of matrix differential equations
Journal of Computational and Applied Mathematics | 2018-06-12 | Paper |
Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations
Journal of Numerical Mathematics | 2018-04-18 | Paper |
The Stochastic LQR Optimal Control with Fractional Brownian Motion
Generalized Functions and Fourier Analysis | 2018-03-14 | Paper |
Rosenbrock Methods for Solving Riccati Differential Equations
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Numerical solution of the finite horizon stochastic linear quadratic control problem
Numerical Linear Algebra with Applications | 2017-09-06 | Paper |
Equations involving Malliavin calculus operators. Applications and numerical approximation
SpringerBriefs in Mathematics | 2017-08-24 | Paper |
A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
Applied Mathematics and Optimization | 2017-08-10 | Paper |
| Lévy processes, subordinators and crime modelling | 2017-07-19 | Paper |
Innovative integrators for computing the optimal state in LQR problems
Lecture Notes in Computer Science | 2017-07-07 | Paper |
Operator differential-algebraic equations with noise arising in fluid dynamics
Monatshefte für Mathematik | 2017-04-11 | Paper |
The stochastic linear quadratic control problem with singular estimates
SIAM Journal on Control and Optimization | 2017-03-17 | Paper |
The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach
Evolution Equations and Control Theory | 2016-10-18 | Paper |
Drugs, herbicides and numerical simulation
Mitteilungen der Deutschen Mathematiker-Vereinigung (DMV) | 2016-02-24 | Paper |
Equations involving Malliavin derivative: a chaos expansion approach
Pseudo-Differential Operators and Generalized Functions | 2016-01-07 | Paper |
On deterministic and stochastic linear quadratic control problems
Trends in Mathematics | 2015-10-08 | Paper |
On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers
Linear Algebra and its Applications | 2015-06-16 | Paper |
On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations
ETNA - Electronic Transactions on Numerical Analysis | 2009-09-08 | Paper |
On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations
ETNA - Electronic Transactions on Numerical Analysis | 2009-09-08 | Paper |
Remarks on inhomogeneous elliptic problems arising in astrophysics
Electronic Journal of Qualitative Theory of Differential Equations | 2006-03-29 | Paper |
Remarks on inhomogeneous elliptic problems arising in astrophysics
Electronic Journal of Qualitative Theory of Differential Equations | 2006-03-29 | Paper |
| scientific article; zbMATH DE number 2100290 (Why is no real title available?) | 2004-09-13 | Paper |
| scientific article; zbMATH DE number 2100290 (Why is no real title available?) | 2004-09-13 | Paper |
