An adaptive framework for dynamic access to bandwith at high speeds
SIGCOMM '93 Conference proceedings on Communications architectures, protocols and applications
Optimal Portfolio Hedging with Nonlinear Derivatives and Transaction Costs
Computational Economics
Numerical Shape-From-Shading for Discontinuous Photographic Images
International Journal of Computer Vision
Journal of Global Optimization
Heavy traffic analysis of controlled multiplexing systems
Queueing Systems: Theory and Applications
Heavy traffic resource pooling in parallel-server systems
Queueing Systems: Theory and Applications
Variable Resolution Discretization in Optimal Control
Machine Learning
Continuous-Review Tracking Policies for Dynamic Control of Stochastic Networks
Queueing Systems: Theory and Applications
Performance Evaluation and Policy Selection in Multiclass Networks
Discrete Event Dynamic Systems
An Irregular Grid Method for Solving High-Dimensional Problems in Finance
ICCS '02 Proceedings of the International Conference on Computational Science-Part II
Ordered Upwind Methods for Hybrid Control
HSCC '02 Proceedings of the 5th International Workshop on Hybrid Systems: Computation and Control
Markov chain approximation techniques for a class of nonlinear control problems
Neural, Parallel & Scientific Computations
Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method
Journal of Global Optimization
In Search of Sensitivity in Network Optimization
Queueing Systems: Theory and Applications
Lyapunov design for safe reinforcement learning
The Journal of Machine Learning Research
Smart Nonlinear Diffusion: A Probabilistic Approach
IEEE Transactions on Pattern Analysis and Machine Intelligence
An irregular grid method for high-dimensional free-boundary problems in finance
Future Generation Computer Systems - Special issue: Selected numerical algorithms
Computers and Industrial Engineering - Special issue: Selected papers from the 27th international conference on computers & industrial engineering
Nonlinear filtering for jump-diffusions
Journal of Computational and Applied Mathematics
A stochastic control model of economic growth with environmental disaster prevention
Automatica (Journal of IFAC)
Revenue Management of a Make-to-Stock Queue
Operations Research
Optimal buffer size for a stochastic processing network in heavy traffic
Queueing Systems: Theory and Applications
Stochastic analysis of multiserver systems
ACM SIGMETRICS Performance Evaluation Review
Discretisation of stochastic control problems for continuous time dynamics with delay
Journal of Computational and Applied Mathematics
Performance Loss Bounds for Approximate Value Iteration with State Aggregation
Mathematics of Operations Research
A Numerical Method for Solving Singular Stochastic Control Problems
Operations Research
Applied Numerical Mathematics
Automatica (Journal of IFAC)
Brief paper: Policy iteration based feedback control
Automatica (Journal of IFAC)
Reachability analysis of uncertain systems using bounded-parameter Markov decision processes
Artificial Intelligence
Dynamic modeling and control of supply chain systems: A review
Computers and Operations Research
Applying a finite-horizon numerical optimization method to a periodic optimal control problem
Automatica (Journal of IFAC)
Application of RBF Neural Network to Simplify the Potential Based Optimization
ISNN '07 Proceedings of the 4th international symposium on Neural Networks: Advances in Neural Networks, Part III
Journal of Computational and Applied Mathematics
An irregular grid approach for pricing high-dimensional American options
Journal of Computational and Applied Mathematics
Solving Free-boundary Problems with Applications in Finance
Foundations and Trends® in Stochastic Systems
Queueing Systems: Theory and Applications
Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
Automatica (Journal of IFAC)
Optimal parameter trajectory estimation in parameterized SDEs: An algorithmic procedure
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Automatica (Journal of IFAC)
Variable resolution discretization for high-accuracy solutions of optimal control problems
IJCAI'99 Proceedings of the 16th international joint conference on Artificial intelligence - Volume 2
Optimal interest rate derivatives portfolio with constrained greeks-a stochastic control approach
SMO'09 Proceedings of the 9th WSEAS international conference on Simulation, modelling and optimization
Brief paper: Risk-sensitivity conditions for stochastic uncertain model validation
Automatica (Journal of IFAC)
Learning to act using real-time dynamic programming
Artificial Intelligence
Mean field asymptotics of Markov decision evolutionary games and teams
GameNets'09 Proceedings of the First ICST international conference on Game Theory for Networks
Journal of Computational and Applied Mathematics
Randomly switching systems: models, analysis, and applications
CCDC'09 Proceedings of the 21st annual international conference on Chinese Control and Decision Conference
Generalized receding horizon control of fuzzy systems based on numerical optimization algorithm
IEEE Transactions on Fuzzy Systems
A probabilistic methodology for predicting injuries to human operators in automated production lines
ETFA'09 Proceedings of the 14th IEEE international conference on Emerging technologies & factory automation
Fair Dynamic Routing in Large-Scale Heterogeneous-Server Systems
Operations Research
Multigrid Techniques in Economics
Operations Research
Verification of discrete time stochastic hybrid systems: A stochastic reach-avoid decision problem
Automatica (Journal of IFAC)
MILCOM'06 Proceedings of the 2006 IEEE conference on Military communications
Convergence Rate for a Curse-of-Dimensionality-Free Method for a Class of HJB PDEs
SIAM Journal on Control and Optimization
Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE
SIAM Journal on Numerical Analysis
Drift Control with Changeover Costs
Operations Research
A Penalty Method for the Numerical Solution of Hamilton-Jacobi-Bellman (HJB) Equations in Finance
SIAM Journal on Numerical Analysis
On Optimal Harvesting Problems in Random Environments
SIAM Journal on Control and Optimization
Methods for Pricing American Options under Regime Switching
SIAM Journal on Scientific Computing
Computational methods for reachability analysis of stochastic hybrid systems
HSCC'06 Proceedings of the 9th international conference on Hybrid Systems: computation and control
A toolbox of hamilton-jacobi solvers for analysis of nondeterministic continuous and hybrid systems
HSCC'05 Proceedings of the 8th international conference on Hybrid Systems: computation and control
A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
Computational Economics
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
Automatica (Journal of IFAC)
Mathematical and Computer Modelling: An International Journal
Application of nonlinear filtering to credit risk
Operations Research Letters
Penalty Methods for the Solution of Discrete HJB Equations—Continuous Control and Obstacle Problems
SIAM Journal on Numerical Analysis
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market
SIAM Journal on Control and Optimization
Adaptive Sampling for Linear State Estimation
SIAM Journal on Control and Optimization
Fast Two-scale Methods for Eikonal Equations
SIAM Journal on Scientific Computing
Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model
SIAM Journal on Financial Mathematics
Stochastic Switching Games and Duopolistic Competition in Emissions Markets
SIAM Journal on Financial Mathematics
A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control
Automatica (Journal of IFAC)
Manufacturing & Service Operations Management
A stochastic games framework for verification and control of discrete time stochastic hybrid systems
Automatica (Journal of IFAC)
Electronic Notes in Theoretical Computer Science (ENTCS)
Automatica (Journal of IFAC)
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