| 1 |
A Multidimensional Problem of Optimal Dividends with Irreversible Switching: A Convergent Numerical Scheme
Azcue P, Muler N
Applied Mathematics and Optimization, 83(3), 1613, 2021 |
| 2 |
Risk-Sensitive Ergodic Control of Reflected Diffusion Processes in Orthant
Pradhan S
Applied Mathematics and Optimization, 83(3), 1739, 2021 |
| 3 |
Dynamic Programming Principle and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations for Stochastic Recursive Control Problem with Non-Lipschitz Generator
Zhuo Y, Dong YC, Pu JY
Applied Mathematics and Optimization, 82(2), 851, 2020 |
| 4 |
Optimal reinsurance and investment problem with default risk and bounded memory
Deng C, Bian WL, Wu BY
International Journal of Control, 93(12), 2982, 2020 |
| 5 |
A model-based deep reinforcement learning method applied to finite-horizon optimal control of nonlinear control-affine system
Kim JW, Park BJ, Yoo H, Oh TH, Lee JH, Lee JM
Journal of Process Control, 87, 166, 2020 |
| 6 |
ON ITERATION IMPROVEMENT FOR AVERAGED EXPECTED COST CONTROL FOR ONE-DIMENSIONAL ERGODIC DIFFUSIONS
Anulova SV, Mai H, Veretennikov AY
SIAM Journal on Control and Optimization, 58(4), 2312, 2020 |
| 7 |
LONG-RUN RISK-SENSITIVE IMPULSE CONTROL
Jelito D, Pitera M, Stettner L
SIAM Journal on Control and Optimization, 58(4), 2446, 2020 |
| 8 |
VISCOSITY SOLUTIONS TO HJB EQUATIONS FOR BOUNDARY-NOISE AND BOUNDARY-CONTROL PROBLEMS
Swiech A
SIAM Journal on Control and Optimization, 58(1), 303, 2020 |
| 9 |
DYNAMIC PROGRAMMING PRINCIPLE AND HAMILTON-JACOBI-BELLMAN EQUATIONS FOR FRACTIONAL-ORDER SYSTEMS
Gomoyunov MI
SIAM Journal on Control and Optimization, 58(6), 3185, 2020 |
| 10 |
An interpretation of the Schrodinger equation in quantum mechanics from the control-theoretic point of view
Ohsumi A
Automatica, 99, 181, 2019 |
