| 1 |
A NUMERICAL SCHEME FOR A MEAN FIELD GAME IN SOME QUEUEING SYSTEMS BASED ON MARKOV CHAIN APPROXIMATION METHOD
Bayraktar E, Budhiraja A, Cohen A
SIAM Journal on Control and Optimization, 56(6), 4017, 2018 |
| 2 |
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
Jin Z, Yang HL, Yin GG
Automatica, 49(8), 2317, 2013 |
| 3 |
NUMERICAL METHODS FOR STOCHASTIC SINGULAR CONTROL PROBLEMS WITH STATE-DEPENDENT CONTROL
Kushner HJ
SIAM Journal on Control and Optimization, 51(1), 685, 2013 |
| 4 |
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
Jin Z, Yin G, Zhu C
Automatica, 48(8), 1489, 2012 |
| 5 |
Saddle points of discrete Markov zero-sum game with stopping
Li X, Shen J, Song QS
Automatica, 48(8), 1898, 2012 |
| 6 |
System Uncertainty and Statistical Detection for Jump-diffusion Models
Huang JH, Li X
IEEE Transactions on Automatic Control, 55(3), 697, 2010 |
| 7 |
RATES OF CONVERGENCE OF NUMERICAL METHODS FOR CONTROLLED REGIME-SWITCHING DIFFUSIONS WITH STOPPING TIMES IN THE COSTS
Song QS, Yin G
SIAM Journal on Control and Optimization, 48(3), 1831, 2009 |
| 8 |
Applying a finite-horizon numerical optimization method to a periodic optimal control problem
Azzato J, Krawczyk JB
Automatica, 44(6), 1642, 2008 |
| 9 |
Numerical solutions for stochastic differential games with regime switching
Song QS, Yin GG, Zhang ZM
IEEE Transactions on Automatic Control, 53(2), 509, 2008 |
| 10 |
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
Song QS, Yin G, Zhang Z
Automatica, 42(7), 1147, 2006 |
