scientific article; zbMATH DE number 3209641

Cited in

(34)

Computational and approximate methods of optimal control
On the convergence of policy iteration for controlled diffusions
Synthesis of optimal stochastic control systems by the method of successive approximations
On control of time for reaching a domain by random motion
Analysis of systems with shot noise
Method for the approximate solution of the Bellman equation for problems of optimal control of systems subject to random perturbations
Optimal control of diffusion processes with reflection
On the control of diffusion processes
Optimal vaccination strategy in the stochastic epidemic limited-treatment model
A mean field games model for finite mixtures of Bernoulli and categorical distributions
Approximate solution of Bellman's equation for a class of optimal trerminal state control problems
Optimal control of Markov processes with incomplete state information
On the stochastic maximum principle. Fixed time of control
Optimal stochastic control
The Cauchy problem for a nonlinear first order partial differential equation
On stochastic problems: Calculus
Duality and a priori estimates in Markovian optimization problems
Stochastic differential games
New classes of stochastic control processes
On the precision of optimal control of the final state
Time-optimal control in the presence of Poisson impulse noise
A partial history of the early development of continuous-time nonlinear stochastic systems theory
Policy iteration method for time-dependent mean field games systems with non-separable Hamiltonians
Optimal strategies for the multi-task inventory control model
A policy iteration method for mean field games
Control: a perspective
Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
scientific article; zbMATH DE number 3215494 (Why is no real title available?)
scientific article; zbMATH DE number 3285827 (Why is no real title available?)
On optimal control of a non-stopped diffusion process
Some maximum principles for stochastic equations
Variants of the stochastic SIR models and vaccination strategies
On the contributions of Wendell Fleming
Rates of convergence for the policy iteration method for mean field games systems

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