Author of the publication

Stochastic Feedback Control With One-Dimensional Degenerate Diffusions and Nonsmooth Value Functions.

. IEEE Trans. Automat. Contr., 62 (12): 6136-6151 (2017)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Editorial.. Discrete Event Dynamic Systems, 17 (3): 265 (2007)On-Line Policy Gradient Estimation with Multi-Step Sampling., , and . Discrete Event Dynamic Systems, 20 (1): 3-17 (2010)Infinitesimal and finite perturbation analysis for queueing networks., , and . Autom., 19 (4): 439-445 (1983)A tutorial on event-based optimization - a new optimization framework., , and . Discret. Event Dyn. Syst., 24 (2): 103-132 (2014)Editorial: changes at J-DEDS., and . Discret. Event Dyn. Syst., 25 (1-2): 1-2 (2015)Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time., , , and . SIAM J. Control and Optimization, 55 (3): 1377-1397 (2017)Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards., and . SIAM J. Control and Optimization, 44 (1): 29-48 (2005)Stochastic learning and optimization - A sensitivity-based approach.. Annu. Rev. Control., 33 (1): 11-24 (2009)Editorial.. Discrete Event Dynamic Systems, 18 (1): 1 (2008)Optimization in curbing risk contagion among financial institutes., , , and . Autom., (2018)