| 1 |
A Multidimensional Problem of Optimal Dividends with Irreversible Switching: A Convergent Numerical Scheme
Azcue P, Muler N
Applied Mathematics and Optimization, 83(3), 1613, 2021 |
| 2 |
Time-trend analysis of offshore fire incidents using nonhomogeneous Poisson process through Bayesian inference
Halim SZ, Quddus N, Pasman H
Process Safety and Environmental Protection, 147, 421, 2021 |
| 3 |
BACKWARD STOCHASTIC RICCATI EQUATION WITH JUMPS ASSOCIATED WITH STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL WITH JUMPS AND RANDOM COEFFICIENTS
Zhang F, Dong YC, Meng QX
SIAM Journal on Control and Optimization, 58(1), 393, 2020 |
| 4 |
A higher-order Markov chain-modulated model for electricity spot-price dynamics
Xiong H, Mamon R
Applied Energy, 233, 495, 2019 |
| 5 |
Optimal Cash Management Problem for Compound Poisson Processes with Two-Sided Jumps
Azcue P, Muler N
Applied Mathematics and Optimization, 80(2), 331, 2019 |
| 6 |
ERGODIC CONTROL OF A CLASS OF JUMP DIFFUSIONS WITH FINITE LEVY MEASURES AND ROUGH KERNELS
Arapostathis A, Caffarelli L, Pang GD, Zheng Y
SIAM Journal on Control and Optimization, 57(2), 1516, 2019 |
| 7 |
filtering for stochastic systems driven by Poisson processes
Song B, Wu ZG, Park JH, Shi GD, Zhang Y
International Journal of Control, 88(1), 2, 2015 |
| 8 |
OPTIMAL DIVIDEND PAYMENT AND REGIME SWITCHING IN A COMPOUND POISSON RISK MODEL
Azcue P, Muler N
SIAM Journal on Control and Optimization, 53(5), 3270, 2015 |
| 9 |
Minimization of energy consumption in HVAC systems with data-driven models and an interior-point method
Kusiak A, Xu GL, Zhang ZJ
Energy Conversion and Management, 85, 146, 2014 |
| 10 |
ALMOST SURE AND pTH-MOMENT STABILITY AND STABILIZATION OF REGIME-SWITCHING JUMP DIFFUSION SYSTEMS
Zong XF, Wu FK, Yin G, Jin Z
SIAM Journal on Control and Optimization, 52(4), 2595, 2014 |
