| 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 |
AN APPROXIMATION SCHEME FOR SEMILINEAR PARABOLIC PDEs WITH CONVEX AND COERCIVE HAMILTONIANS
Huang S, Liang GC, Zariphopoulou T
SIAM Journal on Control and Optimization, 58(1), 165, 2020 |
| 3 |
Optimal switching under a hybrid diffusion model and applications to stock trading
Lv SY, Wu Z, Zhang Q
Automatica, 94, 361, 2018 |
| 4 |
Optimal control of a wind-PV-hybrid powered heat pump water heater
Sichilalu S, Mathaba T, Xia XH
Applied Energy, 185, 1173, 2017 |
| 5 |
Second-Order Switching Time Optimization for Switched Dynamical Systems
Stellato B, Ober-Blobaum S, Goulart PJ
IEEE Transactions on Automatic Control, 62(10), 5407, 2017 |
| 6 |
ERGODICITY OF ROBUST SWITCHING CONTROL AND NONLINEAR SYSTEM OF QUASI-VARIATIONAL INEQUALITIES
Bayraktar E, Coss A, Pham H
SIAM Journal on Control and Optimization, 55(3), 1915, 2017 |
| 7 |
OPTIMAL SWITCHING IN FINITE HORIZON UNDER STATE CONSTRAINTS
Kharroubi I
SIAM Journal on Control and Optimization, 54(4), 2202, 2016 |
| 8 |
ROBUST FEEDBACK SWITCHING CONTROL: DYNAMIC PROGRAMMING AND VISCOSITY SOLUTIONS
Bayraktar E, Cosso A, Pham H
SIAM Journal on Control and Optimization, 54(5), 2594, 2016 |
| 9 |
STOCHASTIC CONTROL REPRESENTATIONS FOR PENALIZED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
Liang GC
SIAM Journal on Control and Optimization, 53(3), 1440, 2015 |
| 10 |
OPTIMAL DIVIDEND PAYMENT AND REGIME SWITCHING IN A COMPOUND POISSON RISK MODEL
Azcue P, Muler N
SIAM Journal on Control and Optimization, 53(5), 3270, 2015 |
