| 1 |
OPTIMAL PORTFOLIO CHOICE WITH PATH DEPENDENT LABOR INCOME: THE INFINITE HORIZON CASE
Biffis E, Gozzi F, Prosdocimi C
SIAM Journal on Control and Optimization, 58(4), 1906, 2020 |
| 2 |
Delay optimal control and viscosity solutions to associated Hamilton-Jacobi-Bellman equations
Zhou JJ
International Journal of Control, 92(10), 2263, 2019 |
| 3 |
PARETO FRONT CHARACTERIZATION FOR MULTIOBJECTIVE OPTIMAL CONTROL PROBLEMS USING HAMILTON-JACOBI APPROACH
Desilles A, Zidani H
SIAM Journal on Control and Optimization, 57(6), 3884, 2019 |
| 4 |
Minimal Time Problem with Impulsive Controls
Kunisch K, Rao ZP
Applied Mathematics and Optimization, 75(1), 75, 2017 |
| 5 |
LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems
Zhang WH, Lin XY, Chen BS
IEEE Transactions on Automatic Control, 62(1), 250, 2017 |
| 6 |
FIRST ORDER BSPDEs IN HIGHER DIMENSION FOR OPTIMAL CONTROL PROBLEMS
Dokuchaev N
SIAM Journal on Control and Optimization, 55(2), 818, 2017 |
| 7 |
OPTIMAL CONTROL OF CONDITIONAL VALUE-AT-RISK IN CONTINUOUS TIME
Miller CW, Yang I
SIAM Journal on Control and Optimization, 55(2), 856, 2017 |
| 8 |
STOCHASTIC OPTIMAL CONTROL WITH DELAY IN THE CONTROL I: SOLVING THE HJB EQUATION THROUGH PARTIAL SMOOTHING
Gozzi F, Masiero F
SIAM Journal on Control and Optimization, 55(5), 2981, 2017 |
| 9 |
STOCHASTIC OPTIMAL CONTROL WITH DELAY IN THE CONTROL II: VERIFICATION THEOREM AND OPTIMAL FEEDBACKS
Gozzi F, Masiero F
SIAM Journal on Control and Optimization, 55(5), 3013, 2017 |
| 10 |
Mean Field Games with a Dominating Player
Bensoussan A, Chau MHM, Yam SCP
Applied Mathematics and Optimization, 74(1), 91, 2016 |
