Verifying Fundamental Solution Groups for Lossless Wave Equations via Stationary Action and Optimal Control

JOURNAL ARTICLE published October 2021 in Applied Mathematics & Optimization

Research funded by Air Force Office of Scientific Research (FA2386-16-1-4066)

Authors: Peter M. Dower | William M. McEneaney

Optimal control of parabolic problems with state constraints: a penalization method for optimality conditions

JOURNAL ARTICLE published May 1994 in Applied Mathematics & Optimization

Authors: Ma�tine Bergounioux

Optimal Stopping of Marked Point Processes and Reflected Backward Stochastic Differential Equations

JOURNAL ARTICLE published June 2021 in Applied Mathematics & Optimization

Authors: Nahuel Foresta

Discretization Procedures

BOOK CHAPTER published 1989 in Adaptive Markov Control Processes

Authors: O. Hernández-Lerma

Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost

JOURNAL ARTICLE published February 2020 in Applied Mathematics & Optimization

Authors: Anup Biswas | Subhamay Saha

Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published June 2015 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca | Karel Sladký

Continuous-Time Markov Decision Processes

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs

JOURNAL ARTICLE published September 2007 in Advances in Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Evolution equations for Markov processes: Application to the white-noise theory of filtering

JOURNAL ARTICLE published May 1995 in Applied Mathematics & Optimization

Authors: A. G. Bhatt | R. L. Karandikar

The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes

JOURNAL ARTICLE published October 2010 in Applied Mathematics & Optimization

Authors: O. L. V. Costa | F. Dufour

Equivalence of Lyapunov stability criteria in a class of Markov decision processes

JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena | On�simo Hern�ndez-Lerma

A semimartingale characterization of average optimal stationary policies for Markov decision processes

JOURNAL ARTICLE published 13 April 2006 in Journal of Applied Mathematics and Stochastic Analysis

Authors: Quanxin Zhu | Xianping Guo

The existence problem of optimal control for nonlinear processes

JOURNAL ARTICLE published December 1983 in Applied Mathematics and Mechanics

Authors: Peng Shi-ge | Chen Zu-hao

Recursive adaptive control of Markov decision processes with the average reward criterion

JOURNAL ARTICLE published January 1991 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena | On�simo Hern�ndez-Lerma

Optimal chemotherapy schedules from tumor entropy

JOURNAL ARTICLE published June 2017 in Computational and Applied Mathematics

Authors: Andrés A. Barrea | Matias E. Hernández | Rubén Spies

Infinite Horizon Stochastic Optimal Control Problems with Degenerate Noise and Elliptic Equations in Hilbert Spaces

JOURNAL ARTICLE published May 2007 in Applied Mathematics and Optimization

Authors: Federica Masiero

Discounted Reward Criterion

BOOK CHAPTER published 1989 in Adaptive Markov Control Processes

Authors: O. Hernández-Lerma

Average Reward Criterion

BOOK CHAPTER published 1989 in Adaptive Markov Control Processes

Authors: O. Hernández-Lerma

Optimal control theory for optical waveguide design: application to Y-branch structures

JOURNAL ARTICLE published 20 June 1999 in Applied Optics

Authors: Dhruv K. Pant | Rob D. Coalson | Marta I. Hernández | José Campos-Martínez

Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

JOURNAL ARTICLE published October 2016 in Applied Mathematics & Optimization

Authors: Qingda Wei | Xian Chen