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On Some Ergodic Impulse Control Problems with Constraint
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On Some Ergodic Impulse Control Problems with Constraint (2018)On Some Ergodic Impulse Control Problems …On Some Impulse Control Problems with Constraint (2017)On Some Impulse Control Probl…On Some Optimal Stopping Problems with Constraint (2016)On Some Optimal Stopping Prob…Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes (2016)Constrained and Unconstrained…Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay (2010)Finite Horizon Optimal Stoppi…Optimal stopping with random intervention times (2002)Optimal stopping with random …Some control problems with random intervention times (2001)Some control problems with ra…Theorie Generale du Controle Impulsionnel Markovien (1984)Theorie Generale du Controle …Stochastic Control by Functional Analysis Methods (1982)Stochastic Control by Functio…Optimal Thinning of a Point Process (1979)Optimal Thinning of a Point P…Les Aspects Probabilistes Du Controle Stochastique (1981)Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs (2002)Controlled Markov Processes and Viscosity Solutions (2005)Penalty Method for Finite Horizon Stopping Problems (2011)Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case (2017)Zero-Sum Markov Games with Impulse Controls (2020)Martingales on Jump Processes. I: Representation Results (1975)Optimal Control of Jump Processes (1977)Dynamic Programming Conditions for Partially Observable Stochastic Systems (1973)Approximations for optimal stopping of a piecewise-deterministic process (1988)Stochastic Impulse Control of Non-Markovian Processes (2009)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Brownian Motion and Stochastic Calculus (2007)Optimal Stopping with Information Constraint (2012)On time-inconsistent stopping problems and mixed strategy stopping times (2019)Calcul Stochastique et Problèmes de Martingales (1979)Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes (1992)Markov Models & Optimization (1993)Optimal impulsive control of piecewise deterministic Markov processes (2016)Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models (1984)Lévy Processes and Stochastic Calculus (2004)Dynamic Programming and Inventory Control (2011)Point Processes and Queues (1981)Stochastic Integration and Differential Equations (1990)Hamilton–Jacobi–Bellman–Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (2022)Lectures in stochastic control (1983)General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations (2003)Ergodic Control of Diffusion Processes (2011)
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References

  • 1982Stochastic Control by Functional Analysis Methods204 cited
  • 2002Optimal stopping with random intervention times79 cited
  • 2001Some control problems with random intervention times41 cited
  • 1984Theorie Generale du Controle Impulsionnel Markovien36 cited
  • 2010Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay32 cited
  • 2017On Some Impulse Control Problems with Constraint30 cited
  • 2016On Some Optimal Stopping Problems with Constraint27 cited
  • 2016Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes26 cited
  • 1979Optimal Thinning of a Point Process23 cited

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