| 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 |
Mixed Linear Quadratic Stochastic Differential Leader-Follower Game with Input Constraint
Xie TH, Feng XW, Huang JH
Applied Mathematics and Optimization, 84(SUPPL 1), S215, 2021 |
| 3 |
Efficient Implementation of Rate Constraints for Nonlinear Optimal Control
Nie YB, Kerrigan EC
IEEE Transactions on Automatic Control, 66(1), 329, 2021 |
| 4 |
ON SINGULAR CONTROL PROBLEMS, THE TIME-STRETCHING METHOD, AND THE WEAK-M1 TOPOLOGY
Cohen A
SIAM Journal on Control and Optimization, 59(1), 50, 2021 |
| 5 |
NONZERO-SUM SUBMODULAR MONOTONE-FOLLOWER GAMES: EXISTENCE AND APPROXIMATION OF NASH EQUILIBRIA
Dianetti J, Ferrari G
SIAM Journal on Control and Optimization, 58(3), 1257, 2020 |
| 6 |
Optimal Asset Liquidation with Multiplicative Transient Price Impact
Becherer D, Bilarev T, Frentrup P
Applied Mathematics and Optimization, 78(3), 643, 2018 |
| 7 |
STRONG LOCAL OPTIMALITY FOR A BANG-BANG-SINGULAR EXTREMAL: THE FIXED-FREE CASE
Poggiolini L, Stefani G
SIAM Journal on Control and Optimization, 56(3), 2274, 2018 |
| 8 |
ON A CLASS OF PATH-DEPENDENT SINGULAR STOCHASTIC CONTROL PROBLEMS
Elie R, Moreau L, Possamai D
SIAM Journal on Control and Optimization, 56(5), 3260, 2018 |
| 9 |
Optimal Policies for Brownian Inventory Systems With a Piecewise Linear Ordering Cost
Yao DC, Chao XL, Wu JC
IEEE Transactions on Automatic Control, 62(7), 3235, 2017 |
| 10 |
Stochastic Feedback Control With One-Dimensional Degenerate Diffusions and Nonsmooth Value Functions
Cao XR
IEEE Transactions on Automatic Control, 62(12), 6136, 2017 |
