| 1 |
A Framework for the Dynamic Programming Principle and Martingale-Generated Control Correspondences
Fayvisovich R, Zitkovic G
Applied Mathematics and Optimization, 83(3), 1311, 2021 |
| 2 |
VISCOSITY SOLUTIONS OF STOCHASTIC HAMILTON-JACOBI-BELLMAN EQUATIONS
Qiu JN
SIAM Journal on Control and Optimization, 56(5), 3708, 2018 |
| 3 |
OPTIMAL CONTROL OF DIFFUSION COEFFICIENTS VIA DECOUPLING FIELDS
Ankirchner S, Fromm A
SIAM Journal on Control and Optimization, 56(4), 2959, 2018 |
| 4 |
EXISTENCE, CHARACTERIZATION, AND APPROXIMATION IN THE GENERALIZED MONOTONE-FOLLOWER PROBLEM
Li JX, Zitkovic G
SIAM Journal on Control and Optimization, 55(1), 94, 2017 |
| 5 |
DYNAMIC PROGRAMMING FOR GENERAL LINEAR QUADRATIC OPTIMAL STOCHASTIC CONTROL WITH RANDOM COEFFICIENTS
Tang SJ
SIAM Journal on Control and Optimization, 53(2), 1082, 2015 |
| 6 |
ON THE EXISTENCE OF OPTIMAL POLICIES FOR A CLASS OF STATIC AND SEQUENTIAL DYNAMIC TEAMS
Gupta A, Yuksel S, Basar T, Langbort C
SIAM Journal on Control and Optimization, 53(3), 1681, 2015 |
| 7 |
SOLVABILITY CONDITIONS FOR INDEFINITE LINEAR QUADRATIC OPTIMAL STOCHASTIC CONTROL PROBLEMS AND ASSOCIATED STOCHASTIC RICCATI EQUATIONS
Du K
SIAM Journal on Control and Optimization, 53(6), 3673, 2015 |
| 8 |
MODELING AND APPROXIMATIONS FOR STOCHASTIC SYSTEMS WITH STATE-DEPENDENT SINGULAR CONTROLS AND WIDE-BAND NOISE
Kushner HJ
SIAM Journal on Control and Optimization, 52(1), 311, 2014 |
| 9 |
DYNAMIC PROGRAMMING FOR CONTROLLED MARKOV FAMILIES: ABSTRACTLY AND OVER MARTINGALE MEASURES
Zitkovic G
SIAM Journal on Control and Optimization, 52(3), 1597, 2014 |
| 10 |
Controlled Nonlinear Stochastic Delay Equations: Part I: Modeling and Approximations
Kushner H
Applied Mathematics and Optimization, 66(1), 27, 2012 |
