Pontryagin Maximum Principle for Semilinear and Quasilinear Parabolic Equations with Pointwise State Constraints

JOURNAL ARTICLE published November 1995 in SIAM Journal on Control and Optimization

Authors: Bei Hu | Jiongmin Yong

An Application of Stochastic Control Theory to Financial Economics

JOURNAL ARTICLE published January 2004 in SIAM Journal on Control and Optimization

Authors: Wendell H. Fleming | Tao Pang

Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes

JOURNAL ARTICLE published January 2018 in SIAM Journal on Control and Optimization

Research funded by Science and Engineering Research Board (EMR/2016/004810)

Authors: Milan Kumar Das | Anindya Goswami | Nimit Rana

Optimal Control for an Infinite-Dimensional Periodic Problem under White Noise Perturbations

JOURNAL ARTICLE published March 1990 in SIAM Journal on Control and Optimization

Authors: Constantin Tudor

Infinite-Dimensional Predictive Control for Hyperbolic Systems

JOURNAL ARTICLE published January 2014 in SIAM Journal on Control and Optimization

Authors: Van Thang Pham | Didier Georges | Gildas Besançon

Nonlinear Semigroup for Controlled Partially Observed Diffusions

JOURNAL ARTICLE published March 1982 in SIAM Journal on Control and Optimization

Authors: Wendell H. Fleming

On the Stabilizability of the Burgers Equation by Receding Horizon Control

JOURNAL ARTICLE published January 2016 in SIAM Journal on Control and Optimization

Research funded by Austrian Science Fund (IGDK1754) | Deutsche Forschungsgemeinschaft (IGDK1754)

Authors: Behzad Azmi | Karl Kunisch

A Finite Fuel Stochastic Control Problem on a Finite Time Horizon

JOURNAL ARTICLE published November 1992 in SIAM Journal on Control and Optimization

Authors: A. P. N. Weerasinghe

Additive Control of Stochastic Linear Systems with Finite Horizon

JOURNAL ARTICLE published November 1985 in SIAM Journal on Control and Optimization

Authors: Pao–Liu Chow | José–Luis Menaldi | Maurice Robin

A Turnpike Theorem For A Risk-Sensitive Markov Decision Process with Stopping

JOURNAL ARTICLE published January 2006 in SIAM Journal on Control and Optimization

Authors: Eric V. Denardo | Uriel G. Rothblum

Infinite Deterministic Graphical Games

JOURNAL ARTICLE published November 1993 in SIAM Journal on Control and Optimization

Authors: V. J. Baston | F. A. Bostock

A Lyapunov-Based Small-Gain Theory for Infinite Networks via Infinite-Dimensional Gain Operators

JOURNAL ARTICLE published 30 June 2023 in SIAM Journal on Control and Optimization

Research funded by Deutsche Forschungsgemeinschaft (ZA 873/4-1) | H2020 European Research Council (804639)

Authors: Christoph Kawan | Majid Zamani

Rate-Preserving Discretization Strategies for Semi-Infinite Programming and Optimal Control

JOURNAL ARTICLE published May 1992 in SIAM Journal on Control and Optimization

Authors: Elijah Polak | Limin He

On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions

JOURNAL ARTICLE published January 2023 in Systems & Control Letters

Research funded by National Science Foundation (DMS-1715210,DMS-2216765) | Army Research Office (W911NF-17-1-001)

Authors: Hassan Hmedi | Ari Arapostathis | Guodong Pang

The Dynamic Programming Equation for the Time-Optimal Control Problem in Infinite Dimensions

JOURNAL ARTICLE published March 1991 in SIAM Journal on Control and Optimization

Authors: Viorel Barbu

A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon

JOURNAL ARTICLE published January 2012 in SIAM Journal on Control and Optimization

Authors: Xiaoshan Chen | Fahuai Yi

Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: Yann-Shin Aaron Chen | Xin Guo

Phase Transitions for Controlled Markov Chains on Infinite Graphs

JOURNAL ARTICLE published January 2016 in SIAM Journal on Control and Optimization

Authors: Naoyuki Ichihara

Chandrasekhar Equations for Infinite Dimensional Systems

JOURNAL ARTICLE published May 1987 in SIAM Journal on Control and Optimization

Authors: Kazufumi Ito | Robert K. Powers

Second-Order Optimality Conditions in Sets of ${text{L}}^infty $ Functions with Range in a Polyhedron

JOURNAL ARTICLE published September 1995 in SIAM Journal on Control and Optimization

Authors: Joseph C. Dunn