Explicit solution of a general consumption/investment problem
Mathematics of Operations Research
Nearly optimal state feedback controls for stochastic systems with wideband noise disturbances
SIAM Journal on Control and Optimization
Nearly optimal singular controls for wideband noise driven systems
SIAM Journal on Control and Optimization
Ergodic control of multidimensional diffusions 1: the existence results
SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization
Convex duality approach to the optimal control of diffusions
SIAM Journal on Control and Optimization
On the existence of optimal controls
SIAM Journal on Control and Optimization
A general stochastic maximum principle for optimal control problems
SIAM Journal on Control and Optimization
Adaptive algorithms and stochastic approximations
Adaptive algorithms and stochastic approximations
Numerical methods for stochastic control problems in continuous time
Numerical methods for stochastic control problems in continuous time
The maximum principle, Bellman's equation, and Carathe´odory's work
Journal of Optimization Theory and Applications
On ergodic control of degenerate diffusions
Journal of Optimization Theory and Applications
Asymptotic Stability of the Optimal Filter with Respect toIts Initial Condition
SIAM Journal on Control and Optimization
Risk-Sensitive and Robust Escape Criteria
SIAM Journal on Control and Optimization
Existence of Markov Controls and Characterization of Optimal Markov Controls
SIAM Journal on Control and Optimization
Robustness of Nonlinear Filters Over the Infinite Time Interval
SIAM Journal on Control and Optimization
Simple necessary and sufficient conditions for the stability of constrained processes
SIAM Journal on Applied Mathematics
Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval
SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization
Dynamic Programming and Stochastic Control
Dynamic Programming and Stochastic Control
Rate of Convergence for Constrained Stochastic Approximation Algorithms
SIAM Journal on Control and Optimization
Numerical Approximations for Stochastic Differential Games
SIAM Journal on Control and Optimization
Numerical Approximations for Stochastic Differential Games: The Ergodic Case
SIAM Journal on Control and Optimization
Queueing Systems: Theory and Applications
SIAM Journal on Control and Optimization
A survey of stability of stochastic systems
Automatica (Journal of IFAC)
Diffusion approximations for the analysis of digital phase locked loops (Corresp.)
IEEE Transactions on Information Theory
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