Seguir
Richard H Stockbridge
Richard H Stockbridge
Professor of Mathematical Sciences, University of Wisconsin - Milwaukee
Dirección de correo verificada de uwm.edu
Título
Citado por
Citado por
Año
Existence of Markov controls and characterization of optimal Markov controls
TG Kurtz, RH Stockbridge
SIAM Journal on Control and Optimization 36 (2), 609-653, 1998
1791998
Computing moments of the exit time distribution for Markov processes by linear programming
K Helmes, S Röhl, RH Stockbridge
Operations Research 49 (4), 516-530, 2001
892001
Time-average control of martingale problems: A linear programming formulation
RH Stockbridge
The Annals of Probability, 206-217, 1990
791990
Time-average control of martingale problems: Existence of a stationary solution
RH Stockbridge
The Annals of Probability, 190-205, 1990
671990
Stationary solutions and forward equations for controlled and singular martingale problems
T Kurtz, R Stockbridge
622001
Linear programming formulation for optimal stopping problems
MJ Cho, RH Stockbridge
SIAM Journal on Control and Optimization 40 (6), 1965-1982, 2002
612002
On optimal harvesting problems in random environments
Q Song, RH Stockbridge, C Zhu
SIAM journal on control and optimization 49 (2), 859-889, 2011
602011
Numerical comparison of controls and verification of optimality for stochastic control problems
K Helmes, RH Stockbridge
Journal of Optimization Theory and Applications 106, 107-127, 2000
382000
Approximation of infinite-dimensional linear programming problems which arise in stochastic control
MS Mendiondo, RH Stockbridge
SIAM journal on control and optimization 36 (4), 1448-1472, 1998
311998
Optimal control of the running max
AC Heinricher, RH Stockbridge
SIAM journal on control and optimization 29 (4), 936-953, 1991
311991
On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
F Dufour, RH Stockbridge
Stochastics An International Journal of Probability and Stochastic Processes …, 2012
262012
Continuous inventory models of diffusion type: long-term average cost criterion
KL Helmes, RH Stockbridge, C Zhu
232017
Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions
K Helmes, RH Stockbridge
Advances in Applied Probability 42 (1), 158-182, 2010
222010
Portfolio optimization in markets having stochastic rates
RH Stockbridge
Stochastic Theory and Control: Proceedings of a Workshop held in Lawrence …, 2002
222002
Linear programming approach to the optimal stopping of singular stochastic processes
K Helmes, RH Stockbridge
Stochastics An International Journal of Probability and Stochastic Processes …, 2007
182007
A measure approach for continuous inventory models: Discounted cost criterion
KL Helmes, RH Stockbridge, C Zhu
SIAM Journal on Control and Optimization 53 (4), 2100-2140, 2015
152015
Thinning and harvesting in stochastic forest models
KL Helmes, RH Stockbridge
Journal of Economic Dynamics and Control 35 (1), 25-39, 2011
152011
Martingale problems and linear programs for singular control
TG Kurtz, RH Stockbridge
PROCEEDINGS OF THE ANNUAL ALLERTON CONFERENCE ON COMMUNICATION CONTROL AND …, 1999
151999
A weak convergence approach to inventory control using a long-term average criterion
KL Helmes, RH Stockbridge, C Zhu
Advances in Applied Probability 50 (4), 1032-1074, 2018
132018
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming
K Helmes, RH Stockbridge
Mathematical Methods of Operations Research 53, 309-331, 2001
132001
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20