| Publication | Date of Publication | Type |
|---|
A discrete-time benchmark tracking problem in two markets subject to random environments
OR Spectrum | 2025-01-21 | Paper |
Discrete-time hybrid control processes with unbounded costs
Applied Mathematics and Optimization | 2024-11-24 | Paper |
Constrained Markov decision processes with non-constant discount factor
Journal of Optimization Theory and Applications | 2024-09-20 | Paper |
Recent results on discrete-time hybrid control models with general state and action spaces
Pure and Applied Functional Analysis | 2024-06-11 | Paper |
Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors
Optimization | 2024-03-19 | Paper |
A discrete-time optimal execution problem with market prices subject to random environments
Top | 2023-10-26 | Paper |
Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games
XII Symposium of Probability and Stochastic Processes | 2023-07-21 | Paper |
Discrete-time switching control in random walks
International Journal of Control | 2023-06-26 | Paper |
On a switching control problem with càdlàg costs
Stochastics | 2022-07-08 | Paper |
Optimal stopping problems for a family of continuous-time Markov processes
Modern Trends in Controlled Stochastic Processes: | 2021-09-30 | 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 |
| Correlated equilibria for infinite horizon nonzero-sum stochastic differential games | 2019-11-20 | Paper |
Relaxation and linear programs in a hybrid control model
Applicationes Mathematicae | 2019-10-16 | Paper |
Infinite-horizon non-zero-sum stochastic differential games with additive structure
IMA Journal of Mathematical Control and Information | 2018-09-27 | Paper |
Discrete-time hybrid control in Borel spaces: average cost optimality criterion
Journal of Mathematical Analysis and Applications | 2018-04-25 | Paper |
Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions
Systems & Control: Foundations & Applications | 2017-11-22 | Paper |
Constrained Markov decision processes in Borel spaces: from discounted to average optimality
Mathematical Methods of Operations Research | 2017-02-10 | Paper |
Control systems of interacting objects modeled as a game against nature under a mean field approach
Journal of Dynamics and Games | 2017-01-10 | Paper |
Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach
Applied Mathematics and Optimization | 2016-09-23 | Paper |
The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
Journal of Mathematical Analysis and Applications | 2016-02-29 | Paper |
On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
International Journal of Control | 2015-07-30 | Paper |
Discounted robust control for Markov diffusion processes
Top | 2015-05-04 | Paper |
The Lagrange approach to ergodic control of diffusions with cost constraints
Optimization | 2015-03-20 | Paper |
Approximate solutions of a stochastic variational inequality modeling an elasto-plastic problem with noise
Applied Mathematics Research eXpress | 2014-05-02 | Paper |
Optimal ergodic control of Markov diffusion processes with minimum variance
Stochastics | 2014-04-17 | Paper |
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps
Asymptotic Analysis | 2012-12-03 | Paper |
Blackwell Optimality for Controlled Diffusion Processes
Journal of Applied Probability | 2009-07-15 | Paper |
Characterizations of overtaking optimality for controlled diffusion processes
Applied Mathematics and Optimization | 2009-06-08 | Paper |
Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes
Stochastic Analysis and Applications | 2009-05-05 | Paper |
