| 1 |
Probabilistic Approach to Finite State Mean Field Games
Cecchin A, Fischer M
Applied Mathematics and Optimization, 81(2), 253, 2020 |
| 2 |
ON THE SOLUTION STRUCTURE OF INFINITE-DIMENSIONAL LINEAR PROBLEMS STEMMING FROM SINGULAR STOCHASTIC CONTROL PROBLEMS
Vieten MG, Stockbridge RH
SIAM Journal on Control and Optimization, 58(6), 3363, 2020 |
| 3 |
Necessary Conditions of Optimality for Some Stochastic Integrodifferential Equations of Neutral Type on Hilbert Spaces
Dieye M, Diop MA, Ezzinbi K
Applied Mathematics and Optimization, 77(2), 343, 2018 |
| 4 |
CONVERGENCE OF FINITE ELEMENT METHODS FOR SINGULAR STOCHASTIC CONTROL
Vieten MG, Stockbridge RH
SIAM Journal on Control and Optimization, 56(6), 4336, 2018 |
| 5 |
LIMIT THEORY FOR CONTROLLED MCKEAN-VLASOV DYNAMICS
Lacker D
SIAM Journal on Control and Optimization, 55(3), 1641, 2017 |
| 6 |
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 |
| 7 |
STOCHASTIC MINIMUM PRINCIPLE FOR PARTIALLY OBSERVED SYSTEMS SUBJECT TO CONTINUOUS AND JUMP DIFFUSION PROCESSES AND DRIVEN BY RELAXED CONTROLS
Ahmed NU, Charalambous CD
SIAM Journal on Control and Optimization, 51(4), 3235, 2013 |
| 8 |
Weak Convergence and Fluid Limits in Optimal Time-to-Empty Queueing Control Problems
Day MV
Applied Mathematics and Optimization, 64(3), 339, 2011 |
| 9 |
Singularly perturbed control systems with one-dimensional fast dynamics
Artstein Z, Leizarowitz A
SIAM Journal on Control and Optimization, 41(2), 641, 2002 |
