| 1 |
On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures
Hafayed M, Meherrem S
International Journal of Control, 93(5), 1053, 2020 |
| 2 |
Approximate Best-Response Dynamics in Random Interference Games
Bistritz I, Leshem A
IEEE Transactions on Automatic Control, 63(6), 1549, 2018 |
| 3 |
EXTREMUM SEEKING CONTROL WITH TWO-SIDED STOCHASTIC PERTURBATIONS
Radenkovic MS, Stankovic MS, Stankovic SS
SIAM Journal on Control and Optimization, 56(5), 3766, 2018 |
| 4 |
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 |
| 5 |
A RELATIVE VALUE ITERATION ALGORITHM FOR NONDEGENERATE CONTROLLED DIFFUSIONS
Arapostathis A, Borkar VS
SIAM Journal on Control and Optimization, 50(4), 1886, 2012 |
| 6 |
Filtering a Markov Modulated Random Measure
Elliott RJ, Siu TK, Yang HL
IEEE Transactions on Automatic Control, 55(1), 74, 2010 |
| 7 |
Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
Pinar MC
Automatica, 44(8), 2063, 2008 |
| 8 |
Discrete-time expectation maximization algorithms for Markov-modulated Poisson processes
Elliott RJ, Malcolm WR
IEEE Transactions on Automatic Control, 53(1), 247, 2008 |
| 9 |
Martingale approach to stochastic control with discretionary stopping
Karatzas I, Zamfirescu IM
Applied Mathematics and Optimization, 53(2), 163, 2006 |
| 10 |
General smoothing formulas for Markov-modulated Poisson observations
Elliott RJ, Malcolm WP
IEEE Transactions on Automatic Control, 50(8), 1123, 2005 |
