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Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via Optogenetics

Networks and Heterogeneous Media  Volume 12, Issue 3, Pages : 417 - 459, 2017

Vincent Renault - (email), Michèle Thieullen - (email), Emmanuel Trélat - (email)

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A stochastic control problem and related free boundaries in finance

Mathematical Control and Related Fields  Volume 7, Issue 4, Pages : 563 - 584, 2017

Chonghu Guan - (email), Xun Li - (email), Zuo Quan Xu - (email), Fahuai Yi - (email)

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Ergodic control for a mean reverting inventory model

Journal of Industrial and Management Optimization  Volume 13, Issue 2, Pages : 10 - 10, 2017

Jingzhen Liu - (email), Ka Fai Cedric Yiu - (email), Alain Bensoussan - (email)

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Optimal synchronization problem for a multi-agent system

Networks and Heterogeneous Media  Volume 12, Issue 2, Pages : 277 - 295, 2017

Giulia Cavagnari - (email), Antonio Marigonda - (email), Benedetto Piccoli - (email)

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Rescheduling optimization of steelmaking-continuous casting process based on the Lagrangian heuristic algorithm

Journal of Industrial and Management Optimization  Volume 13, Issue 3, Pages : 1431 - 1448, 2016

Liangliang Sun - (email), Fangjun Luan - (email), Yu Ying - (email), Kun Mao - (email)

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An infinite time horizon portfolio optimization model with delays

Mathematical Control and Related Fields  Volume 6, Issue 4, Pages : 629 - 651, 2016

Tao Pang - (email), Azmat Hussain - (email)

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An optimal mean-reversion trading rule under a Markov chain model

Mathematical Control and Related Fields  Volume 6, Issue 3, Pages : 467 - 488, 2016

Jingzhi Tie - (email), Qing Zhang - (email)

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A sparse Markov chain approximation of LQ-type stochastic control problems

Mathematical Control and Related Fields  Volume 6, Issue 3, Pages : 363 - 389, 2016

Ralf Banisch - (email), Carsten Hartmann - (email)

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Stationary distribution of stochastic SIRS epidemic model with standard incidence

Discrete and Continuous Dynamical Systems - Series B  Volume 21, Issue 7, Pages : 2363 - 2378, 2016

Yanan Zhao - (email), Yuguo Lin - (email), Daqing Jiang - (email), Xuerong Mao - (email), Yong Li - (email)

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Optimal switching at Poisson random intervention times

Discrete and Continuous Dynamical Systems - Series B  Volume 21, Issue 5, Pages : 1483 - 1505, 2016

Gechun Liang - (email), Wei Wei - (email)

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Merton problem in an infinite horizon and a discrete time with frictions

Journal of Industrial and Management Optimization  Volume 12, Issue 4, Pages : 1323 - 1331, 2016

Senda Ounaies - (email), Jean-Marc Bonnisseau - (email), Souhail Chebbi - (email), Halil Mete Soner - (email)

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Pseudo-polynomial time algorithms for combinatorial food mixture packing problems

Journal of Industrial and Management Optimization  Volume 12, Issue 3, Pages : 1057 - 1073, 2015

Shinji Imahori - (email), Yoshiyuki Karuno - (email), Kenju Tateishi - (email)

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Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations

Discrete and Continuous Dynamical Systems  Volume 35, Issue 11, Pages : 5521 - 5553, 2015

Shanjian Tang - (email), Fu Zhang - (email)

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Ergodicity conditions for zero-sum games

Discrete and Continuous Dynamical Systems  Volume 35, Issue 9, Pages : 3901 - 3931, 2015

Marianne Akian - (email), Stéphane Gaubert - (email), Antoine Hochart - (email)

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Dynamic programming using radial basis functions

Discrete and Continuous Dynamical Systems  Volume 35, Issue 9, Pages : 4439 - 4453, 2015

Oliver Junge - (email), Alex Schreiber - (email)

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Discount-offering and demand-rejection decisions for substitutable products with different profit levels

Journal of Industrial and Management Optimization  Volume 12, Issue 1, Pages : 45 - 71, 2015

Taofeng Ye - (email), Shaohui Ma - (email)

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Optimal control of multiscale systems using reduced-order models

Journal of Computational Dynamics  Volume 1, Issue 2, Pages : 279 - 306, 2014

Carsten Hartmann - (email), Juan C. Latorre - (email), Wei Zhang - (email), Grigorios A. Pavliotis - (email)

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Nonzero-sum stochastic differential games with additive structure and average payoffs

Journal of Dynamics and Games  Volume 1, Issue 4, Pages : 555 - 578, 2014

Beatris Adriana Escobedo-Trujillo - (email), José Daniel López-Barrientos - (email)

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General limit value in dynamic programming

Journal of Dynamics and Games  Volume 1, Issue 3, Pages : 471 - 484, 2014

Jérôme Renault - (email)

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Global optimal feedbacks for stochastic quantized nonlinear event systems

Journal of Computational Dynamics  Volume 1, Issue 1, Pages : 163 - 176, 2014

Stefan Jerg - (email), Oliver Junge - (email), Marcus Post - (email)

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21

Optimal insurance in a changing economy

Mathematical Control and Related Fields  Volume 4, Issue 2, Pages : 187 - 202, 2014

Jingzhen Liu - (email), Ka-Fai Cedric Yiu - (email), Tak Kuen Siu - (email), Wai-Ki Ching - (email)

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Long-time behaviour of a perturbed SIR model by white noise

Discrete and Continuous Dynamical Systems - Series B  Volume 18, Issue 7, Pages : 1873 - 1887, 2013

Yuguo Lin - (email), Daqing Jiang - (email)

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Optimal stochastic differential games with VaR constraints

Discrete and Continuous Dynamical Systems - Series B  Volume 18, Issue 7, Pages : 1889 - 1907, 2013

Jingzhen Liu - (email), Ka-Fai Cedric Yiu - (email)

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Multi-period mean-variance portfolio selection with fixed and proportional transaction costs

Journal of Industrial and Management Optimization  Volume 9, Issue 3, Pages : 643 - 656, 2013

Zhen Wang - (email), Sanyang Liu - (email)

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Stock trading rules under a switchable market

Mathematical Control and Related Fields  Volume 3, Issue 2, Pages : 209 - 231, 2013

Duy Nguyen - (email), Jingzhi Tie - (email), Qing Zhang - (email)

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Duration problem with multiple exchanges

Numerical Algebra, Control and Optimization  Volume 2, Issue 2, Pages : 333 - 355, 2012

Charles E. M. Pearce - (email), Krzysztof Szajowski - (email), Mitsushi Tamaki - (email)

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Analysis of airline seat control with region factor

Journal of Industrial and Management Optimization  Volume 8, Issue 2, Pages : 363 - 378, 2012

Yanming Ge - (email)

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Optimal fleet composition via dynamic programming and golden section search

Journal of Industrial and Management Optimization  Volume 7, Issue 4, Pages : 875 - 890, 2011

Ryan Loxton - (email), Qun Lin - (email)

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On the admission control and demand management in a two-station tandem production system

Journal of Industrial and Management Optimization  Volume 7, Issue 1, Pages : 1 - 18, 2011

Eungab Kim - (email)

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An optimal trading rule of a mean-reverting asset

Discrete and Continuous Dynamical Systems - Series B  Volume 14, Issue 4, Pages : 1403 - 1417, 2010

Hoi Tin Kong - (email), Qing Zhang - (email)

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Robust multiobjective dynamic programming: Minimax envelopes for efficient decisionmaking under scenario uncertainty

Journal of Industrial and Management Optimization  Volume 5, Issue 4, Pages : 791 - 824, 2009

Matthew H. Henry - (email), Yacov Y. Haimes - (email)

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Multi-period portfolio selection for asset-liability management with uncertain investment horizon

Journal of Industrial and Management Optimization  Volume 4, Issue 3, Pages : 535 - 552, 2008

Lan Yi - (email), Zhongfei Li - (email), Duan Li - (email)

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Finite difference approximation for stochastic optimal stopping problems with delays

Journal of Industrial and Management Optimization  Volume 4, Issue 2, Pages : 227 - 246, 2008

Mou-Hsiung Chang - (email), Tao Pang - (email), Moustapha Pemy - (email)

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34

Capacitated requirements planning with pricing flexibility and general cost and revenue functions

Journal of Industrial and Management Optimization  Volume 3, Issue 1, Pages : 87 - 98, 2007

F. Zeyenp Sargut - (email), H. Edwin Romeijn - (email)

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35

k-limit laws of return and hitting times

Discrete and Continuous Dynamical Systems  Volume 15, Issue 1, Pages : 73 - 86, 2006

V. Chaumoître - (email), M. Kupsa - (email)

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36

Supply contract model with service level constraint

Journal of Industrial and Management Optimization  Volume 1, Issue 3, Pages : 275 - 287, 2005

Jun Wu - (email), Shouyang Wang - (email), Wuyi Yue - (email)

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Optimal execution strategy with an endogenously determined sales period

Journal of Industrial and Management Optimization  Volume 1, Issue 3, Pages : 289 - 304, 2005

Guibin Lu - (email), Qiying Hu - (email), Youying Zhou - (email), Wuyi Yue - (email)

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Semiconcavity of the value function for exit time problems with nonsmooth target

Communications on Pure and Applied Analysis  Volume 3, Issue 4, Pages : 757 - 774, 2004

Carlo Sinestrari - (email)

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Semiconcavity for optimal control problems with exit time

Discrete and Continuous Dynamical Systems  Volume 6, Issue 4, Pages : 975 - 997, 2000

Piermarco Cannarsa - (email), Cristina Pignotti - (email), Carlo Sinestrari - (email)

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Exit time problems for nonlinear unbounded control systems

Discrete and Continuous Dynamical Systems  Volume 5, Issue 1, Pages : 137 - 156, 1998

M. Motta - (email), C. Sartori - (email)

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