| 1 |
Optimality of Hybrid Continuous and Periodic Barrier Strategies in the Dual Model
Perez JL, Yamazaki K
Applied Mathematics and Optimization, 82(1), 105, 2020 |
| 2 |
Optimal control of mean-field backward doubly stochastic systems driven by Ito-Levy processes
Wu JB, Liu ZM
International Journal of Control, 93(4), 953, 2020 |
| 3 |
Almost sure exponential stability of dynamical systems driven by Levy processes and its application to control design for magnetic bearings
Do KD, Nguyen HL
International Journal of Control, 93(3), 599, 2020 |
| 4 |
OPTIMAL PERIODIC REPLENISHMENT POLICIES FOR SPECTRALLY POSITIVE LEVY DEMAND PROCESSES
Perez JL, Yamazaki K, Bensoussan A
SIAM Journal on Control and Optimization, 58(6), 3428, 2020 |
| 5 |
Stochastic control of drill-heads driven by Levy processes
Do KD
Automatica, 103, 36, 2019 |
| 6 |
Inverse optimal control of stochastic systems driven by Levy processes
Do KD
Automatica, 107, 539, 2019 |
| 7 |
Modelling Electricity Swaps with Stochastic Forward Premium Models
Blanco I, Pena JI, Rodriguez R
Energy Journal, 39(2), 1, 2018 |
| 8 |
Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach
Ferrari G, Riedel F, Steg JH
Applied Mathematics and Optimization, 75(3), 429, 2017 |
| 9 |
On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures
Hafayed M, Abba A, Abbas S
International Journal of Control, 89(2), 397, 2016 |
| 10 |
OPTIMALITY OF REFRACTION STRATEGIES FOR SPECTRALLY NEGATIVE LEVY PROCESSES
Hernandez-Hernandez D, Perez JL, Yamazaki K
SIAM Journal on Control and Optimization, 54(3), 1126, 2016 |
