| 1 |
Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps
Dumitrescu R, Reisinger C, Zhang YF
Applied Mathematics and Optimization, 83(3), 1387, 2021 |
| 2 |
Robust stability of polytopic time-inhomogeneous Markov jump linear systems
Lun YZ, D'Innocenzo A, Di Benedetto MD
Automatica, 105, 286, 2019 |
| 3 |
Simulations of an ASA flow crystallizer with a coupled stochastic-deterministic approach
Bartsch C, John V, Patterson RIA
Computers & Chemical Engineering, 124, 350, 2019 |
| 4 |
Detector-based H-infinity results for discrete-time Markov jump linear systems with partial observations
Todorov MG, Fragoso MD, Costa OLD
Automatica, 91, 159, 2018 |
| 5 |
Filtering S-coupled algebraic Riccati equations for discrete-time Markov jump systems
Costa OLD, Figueiredo DZ
Automatica, 83, 47, 2017 |
| 6 |
H-infinity control of continuous-time Markov jump linear systems with detector-based mode information
Rodrigues CCG, Todorov MG, Fragoso MD
International Journal of Control, 90(10), 2178, 2017 |
| 7 |
STOCHASTIC MINIMUM PRINCIPLE FOR PARTIALLY OBSERVED SYSTEMS SUBJECT TO CONTINUOUS AND JUMP DIFFUSION PROCESSES AND DRIVEN BY RELAXED CONTROLS (vol 51, pg 3235, 2013)
Ahmed NU, Charalambous CD
SIAM Journal on Control and Optimization, 55(2), 1344, 2017 |
| 8 |
Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
Costa OLD, Figueiredo DZ
Automatica, 66, 73, 2016 |
| 9 |
A new look at the robust control of discrete-time Markov jump linear systems
Todorov MG, Fragoso MD
International Journal of Control, 89(3), 518, 2016 |
| 10 |
Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump
Kharroubi I, Lim T, Ngoupeyou A
Applied Mathematics and Optimization, 68(3), 413, 2013 |
