Erratum to: Risk-Sensitive Control with Near Monotone Cost

JOURNAL ARTICLE published December 2010 in Applied Mathematics & Optimization

Authors: Anup Biswas | V. S. Borkar | K. Suresh Kumar

Erratum to: Risk-Sensitive Control with Near Monotone Cost

JOURNAL ARTICLE published October 2010 in Applied Mathematics & Optimization

Authors: Anup Biswas | V. S. Borkar | K. Suresh Kumar

Generalized solutions of a class of nuclear-space-valued stochastic evolution equations

JOURNAL ARTICLE published July 1990 in Applied Mathematics & Optimization

Authors: Donald A. Dawson | Luis G. Gorostiza

Numerical Solution for the Sin-Gordon Equation Using the Finite Difference Method and the Non-Stander Finite Difference Method

JOURNAL ARTICLE published 1 March 2023 in Applied Mathematics & Information Sciences

Advanced Optimality Criteria

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Long Term Average Cost Control Problems Without Ergodicity

JOURNAL ARTICLE published December 2022 in Applied Mathematics & Optimization

Authors: Stefan Ankirchner | Stefan Engelhardt

Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria

JOURNAL ARTICLE published September 2018 in Advances in Applied Probability

Authors: Yonghui Huang | Zhaotong Lian | Xianping Guo

Solution of one Problem for a Loaded Differential Equation by The Method of Finite Differences

JOURNAL ARTICLE published 24 June 2022 in Applied and Computational Mathematics

An Augmented Lagrangian Method for a Class of Inverse Quadratic Programming Problems

JOURNAL ARTICLE published February 2010 in Applied Mathematics and Optimization

Authors: Jianzhong Zhang | Liwei Zhang

Risk-Sensitive Control

BOOK CHAPTER published in Stochastic Modelling and Applied Probability

Sufficient conditions for optimality in problems with state constraints

JOURNAL ARTICLE published March 1981 in Applied Mathematics & Optimization

Authors: V. I. Blagodatskikh

Existence, Uniqueness, and a Constructive Solution Algorithm for a Class of Finite Markov Moment Problems

JOURNAL ARTICLE published January 2008 in SIAM Journal on Applied Mathematics

Authors: Laurent Gosse | Olof Runborg

Constrained Optimality for Discount Criteria

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Sufficient Optimality Conditions in Stability Analysis for State-Constrained Optimal Control

JOURNAL ARTICLE published March 2007 in Applied Mathematics and Optimization

Authors: K. Malanowski

Markov Jump Processes Approximating a Non-Symmetric Generalized Diffusion

JOURNAL ARTICLE published August 2011 in Applied Mathematics & Optimization

Authors: Nedžad Limić

Nonzero-Sum Games of Optimal Stopping for Markov Processes

JOURNAL ARTICLE published June 2018 in Applied Mathematics & Optimization

Authors: Natalie Attard

Continuous-Time Mean Field Games with Finite State Space and Common Noise

JOURNAL ARTICLE published December 2021 in Applied Mathematics & Optimization

Research funded by Deutsche Forschungsgemeinschaft (GRK 2126,GRK 2126)

Authors: Christoph Belak | Daniel Hoffmann | Frank T. Seifried

An evolution problem for plastic antiplanar shear

JOURNAL ARTICLE published May 1992 in Applied Mathematics & Optimization

Authors: Xiaodong Zhou

On ergodic control problems for singularly perturbed Markov processes

JOURNAL ARTICLE published July 1989 in Applied Mathematics & Optimization

Authors: T. Bielecki | ?. Stettner

Constrained Expected Average Stochastic Games for Continuous-Time Jump Processes

JOURNAL ARTICLE published June 2021 in Applied Mathematics & Optimization

Authors: Qingda Wei