Menaldi, J. L.; Robin, M. On some ergodic impulse control problems with constraint. (English) Zbl 1397.49050 SIAM J. Control Optim. 56, No. 4, 2690-2711 (2018). Reviewer: Hector Jasso (México D. F.) MSC: 49N25 60J60 60J75 49J40 60J25 93E20 49N35 49J45 PDFBibTeX XMLCite \textit{J. L. Menaldi} and \textit{M. Robin}, SIAM J. Control Optim. 56, No. 4, 2690--2711 (2018; Zbl 1397.49050) Full Text: DOI
Menaldi, J. L.; Robin, M. On some impulse control problems with constraint. (English) Zbl 1381.49037 SIAM J. Control Optim. 55, No. 5, 3204-3225 (2017). Reviewer: Hector Jasso (México D. F.) MSC: 49N25 93E20 49J40 60J60 60J75 49L20 49N35 94A12 PDFBibTeX XMLCite \textit{J. L. Menaldi} and \textit{M. Robin}, SIAM J. Control Optim. 55, No. 5, 3204--3225 (2017; Zbl 1381.49037) Full Text: DOI
Menaldi, J. L.; Robin, M. On some optimal stopping problems with constraint. (English) Zbl 1347.60044 SIAM J. Control Optim. 54, No. 5, 2650-2671 (2016). MSC: 60G40 60J60 60J75 PDFBibTeX XMLCite \textit{J. L. Menaldi} and \textit{M. Robin}, SIAM J. Control Optim. 54, No. 5, 2650--2671 (2016; Zbl 1347.60044) Full Text: DOI
Bayraktar, Erhan; Emmerling, Thomas; Menaldi, José-Luis On the impulse control of jump diffusions. (English) Zbl 1272.49073 SIAM J. Control Optim. 51, No. 3, 2612-2637 (2013). MSC: 49N25 49N60 49J40 60J75 93E20 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., SIAM J. Control Optim. 51, No. 3, 2612--2637 (2013; Zbl 1272.49073) Full Text: DOI arXiv
Akian, Marianne; Menaldi, José Luis; Sulem, Agnès On an investment-consumption model with transaction costs. (English) Zbl 1035.91505 SIAM J. Control Optim. 34, No. 1, 329-364 (1996). MSC: 91G10 91G80 49L20 49L25 93E20 PDFBibTeX XMLCite \textit{M. Akian} et al., SIAM J. Control Optim. 34, No. 1, 329--364 (1996; Zbl 1035.91505) Full Text: DOI
Menaldi, José Luis; Robin, Maurice On the optimal reward function of the continuous time multiarmed bandit problem. (English) Zbl 0714.90096 SIAM J. Control Optimization 28, No. 1, 97-112 (1990). Reviewer: J.L.Menaldi MSC: 90C40 60J25 93E20 35B37 90C39 PDFBibTeX XMLCite \textit{J. L. Menaldi} and \textit{M. Robin}, SIAM J. Control Optim. 28, No. 1, 97--112 (1990; Zbl 0714.90096) Full Text: DOI Link
Menaldi, Jose-Luis Some estimates for finite difference approximations. (English) Zbl 0684.93088 SIAM J. Control Optimization 27, No. 3, 579-607 (1989). Reviewer: M.Tibaldi MSC: 93E20 93E25 49M25 65K10 65G99 PDFBibTeX XMLCite \textit{J.-L. Menaldi}, SIAM J. Control Optim. 27, No. 3, 579--607 (1989; Zbl 0684.93088) Full Text: DOI Link
Chow, Pao-Liu; Menaldi, José-Luis; Robin, Maurice Additive control of stochastic linear systems with finite horizon. (English) Zbl 0587.93068 SIAM J. Control Optimization 23, 858-899 (1985). Reviewer: P.L.Lions MSC: 93E20 60H10 93C05 49J40 35K65 49L20 35R35 90C39 PDFBibTeX XMLCite \textit{P.-L. Chow} et al., SIAM J. Control Optim. 23, 858--899 (1985; Zbl 0587.93068) Full Text: DOI Link
Blankenship, G. L.; Menaldi, J.-L. Optimal stochastic scheduling of power generation systems with scheduling delays and large cost differentials. (English) Zbl 0551.93076 SIAM J. Control Optimization 22, 121-137 (1984). Reviewer: S.Lenhart MSC: 93E20 49J40 90B35 60J60 49L20 90C39 PDFBibTeX XMLCite \textit{G. L. Blankenship} and \textit{J. L. Menaldi}, SIAM J. Control Optim. 22, 121--137 (1984; Zbl 0551.93076) Full Text: DOI Link
Lions, Pierre-Louis; Menaldi, Jose-Luis Optimal control of stochastic integrals and Hamilton-Jacobi-Bellman equations. II. (English) Zbl 0478.93070 SIAM J. Control Optimization 20, 82-95 (1982). MSC: 93E20 49L20 35J60 47H20 49J55 90C39 47H10 PDFBibTeX XMLCite \textit{P.-L. Lions} and \textit{J.-L. Menaldi}, SIAM J. Control Optim. 20, 82--95 (1982; Zbl 0478.93070) Full Text: DOI
Lions, Pierre-Louis; Menaldi, Jose-Luis Optimal control of stochastic integrals and Hamilton-Jacobi-Bellman equations. I. (English) Zbl 0478.93069 SIAM J. Control Optimization 20, 58-81 (1982). MSC: 93E20 49L20 35J60 47H20 49J55 90C39 47H10 PDFBibTeX XMLCite \textit{P.-L. Lions} and \textit{J.-L. Menaldi}, SIAM J. Control Optim. 20, 58--81 (1982; Zbl 0478.93069) Full Text: DOI
Menaldi, J. L. On the optimal impulse control problem for degenerate diffusions. (English) Zbl 0462.93046 SIAM J. Control Optimization 18, 722-739 (1980). MSC: 93E20 60G40 60J60 49J40 PDFBibTeX XMLCite \textit{J. L. Menaldi}, SIAM J. Control Optim. 18, 722--739 (1980; Zbl 0462.93046) Full Text: DOI Link
Menaldi, J. L. On the optimal stopping time problem for degenerate diffusions. (English) Zbl 0462.93045 SIAM J. Control Optimization 18, 697-721 (1980). MSC: 93E20 60J60 60G40 49J40 PDFBibTeX XMLCite \textit{J. L. Menaldi}, SIAM J. Control Optim. 18, 697--721 (1980; Zbl 0462.93045) Full Text: DOI Link