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Numerical Methods for Stochastic Control Problems in Continuous Time
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Outgoing claims: the papers this work cites, builds on, or argues with.
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System Architectures of Distributed and of Multilevel Systems
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Finite Abstractions of Stochastic Max-Plus-Linear Systems
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Asymptotically Optimal Stochastic Motion Planning with Temporal Goals
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Approximate Dynamic Programming
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A Toolbox of Hamilton-Jacobi Solvers for Analysis of Nondeterministic Continuous and Hybrid Systems
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Safety Analysis of Sugar Cataract Development Using Stochastic Hybrid Systems
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Application of RBF Neural Network to Simplify the Potential Based Optimization
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Patchy Solutions of Hamilton-Jacobi-Bellman Partial Differential Equations
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Stochastic Saddle Paths and Economic Theory
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Numerical Methods for Nonlinear PDEs in Finance
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Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods
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Static Hedging for the Prices of Raw Materials to Hedge Based on Poisson Jump-Diffusion Model
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Kalman Smoothing for Distributed Optimal Feedback Control of Unicycle Formations
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Backward Stochastic Differential Equations
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Precise Approximations of the Probability Distribution of a Markov Process in Time: An Application to Probabilistic Invariance
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Diffusion approximation forGI/G/1 controlled queues
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Mixed control problem under partial observation
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Alternating Direction Algorithms for Solving Hamilton-Jacobi-Bellman Equations
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Periodic maintenance and repair rate control in stochastic manufacturing systems
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