Karatzas, Ioannis; Ocone, Daniel; Wang, Hui; Zervos, Mihail Finite-fuel singular control with discretionary stopping. (English) Zbl 0979.93121 Stochastics Stochastics Rep. 71, No. 1-2, 1-50 (2000). Reviewer: M.Nisio (Osaka) MSC: 93E20 60G40 60J65 PDFBibTeX XMLCite \textit{I. Karatzas} et al., Stochastics Stochastics Rep. 71, No. 1--2, 1--50 (2000; Zbl 0979.93121) Full Text: DOI
Charalambous, Charalambos D.; Hibey, Joseph L. Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions. (English) Zbl 0891.93084 Stochastics Stochastics Rep. 57, No. 3-4, 247-288 (1996). Reviewer: M.Kohlmann (Bonn) MSC: 93E20 PDFBibTeX XMLCite \textit{C. D. Charalambous} and \textit{J. L. Hibey}, Stochastics Stochastics Rep. 57, No. 3--4, 247--288 (1996; Zbl 0891.93084) Full Text: DOI
Assaf, David; Shepp, Larry; Yao, Yi-Ching Optimal tracking of Brownian motion. (English) Zbl 0855.93098 Stochastics Stochastics Rep. 54, No. 3-4, 233-245 (1995). MSC: 93E20 60J65 PDFBibTeX XMLCite \textit{D. Assaf} et al., Stochastics Stochastics Rep. 54, No. 3--4, 233--245 (1995; Zbl 0855.93098) Full Text: DOI
Chiarolla, Maria B.; Haussmann, Ulrich G. The optimal control of the cheap monotone follower. (English) Zbl 0829.93070 Stochastics Stochastics Rep. 49, No. 1-2, 99-128 (1994). MSC: 93E20 60J60 PDFBibTeX XMLCite \textit{M. B. Chiarolla} and \textit{U. G. Haussmann}, Stochastics Stochastics Rep. 49, No. 1--2, 99--128 (1994; Zbl 0829.93070) Full Text: DOI
Tanaka, Teruo The system of quasi-variational inequalities attached to the two-armed bandit problem. (English) Zbl 0826.60063 Stochastics Stochastics Rep. 47, No. 3-4, 139-161 (1994). MSC: 60J25 93E20 PDFBibTeX XMLCite \textit{T. Tanaka}, Stochastics Stochastics Rep. 47, No. 3--4, 139--161 (1994; Zbl 0826.60063) Full Text: DOI
Ma, Jin Singular stochastic control for diffusions and SDE with discontinuous paths and reflecting boundary conditions. (English) Zbl 0826.60048 Stochastics Stochastics Rep. 46, No. 3-4, 161-192 (1994). MSC: 60H10 93E20 PDFBibTeX XMLCite \textit{J. Ma}, Stochastics Stochastics Rep. 46, No. 3--4, 161--192 (1994; Zbl 0826.60048) Full Text: DOI
Kushner, H. J.; Martins, L. F. Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic. (English) Zbl 0806.60019 Stochastics Stochastics Rep. 42, No. 1, 25-51 (1993). MSC: 60F17 60K25 90B15 90B22 93E20 93E25 PDFBibTeX XMLCite \textit{H. J. Kushner} and \textit{L. F. Martins}, Stochastics Stochastics Rep. 42, No. 1, 25--51 (1993; Zbl 0806.60019) Full Text: DOI
Ma, Jin Discontinuous reflection, and a class of singular stochastic control problems for diffusions. (English) Zbl 0791.60067 Stochastics Stochastics Rep. 44, No. 3-4, 225-252 (1993). Reviewer: M.Chaleyat-Maurel (Paris) MSC: 60J60 93E20 PDFBibTeX XMLCite \textit{J. Ma}, Stochastics Stochastics Rep. 44, No. 3--4, 225--252 (1993; Zbl 0791.60067) Full Text: DOI
Peng, Shige A generalized dynamic programming principle and Hamilton-Jacobi-Bellman equation. (English) Zbl 0756.49015 Stochastics Stochastics Rep. 38, No. 2, 119-134 (1992). Reviewer: R.Gessing (Gliwice) MSC: 49L20 49L25 PDFBibTeX XMLCite \textit{S. Peng}, Stochastics Stochastics Rep. 38, No. 2, 119--134 (1992; Zbl 0756.49015) Full Text: DOI
El Karoui, Nicole; Karatzas, Ioannis A new approach to the Skorohod problem, and its applications. (English) Zbl 0735.60046 Stochastics Stochastics Rep. 34, No. 1-2, 57-82 (1991). Reviewer: M.Chaleyat-Maurel (Paris) MSC: 60G40 93E20 60G35 PDFBibTeX XMLCite \textit{N. El Karoui} and \textit{I. Karatzas}, Stochastics Stochastics Rep. 34, No. 1--2, 57--82 (1991; Zbl 0735.60046) Full Text: DOI
Mansmann, Ulrich The free energy of the Dirac polaron, an explicit solution. (English) Zbl 0726.60021 Stochastics Stochastics Rep. 34, No. 1-2, 93-125 (1991). Reviewer: W.Bryc (Cincinnati) MSC: 60F10 60J65 49J22 PDFBibTeX XMLCite \textit{U. Mansmann}, Stochastics Stochastics Rep. 34, No. 1--2, 93--125 (1991; Zbl 0726.60021) Full Text: DOI
Zhou, Xun Yu A unified treatment of maximum principle and dynamic programming in stochastic controls. (English) Zbl 0756.93087 Stochastics Stochastics Rep. 36, No. 3-4, 137-161 (1991). MSC: 93E20 60H99 PDFBibTeX XMLCite \textit{X. Y. Zhou}, Stochastics Stochastics Rep. 36, No. 3--4, 137--161 (1991; Zbl 0756.93087)
Runggaldier, W. J.; Stettner, Ł. On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions. (English) Zbl 0747.60058 Stochastics Stochastics Rep. 37, No. 1-2, 15-47 (1991). Reviewer: F.Flandoli (Pisa) MSC: 60H10 93E20 60J60 PDFBibTeX XMLCite \textit{W. J. Runggaldier} and \textit{Ł. Stettner}, Stochastics Stochastics Rep. 37, No. 1--2, 15--47 (1991; Zbl 0747.60058) Full Text: DOI
Kabanov, Yu. M.; Pergamenshchikov, S. M. Optimal control of singularly perturbed stochastic linear systems. (English) Zbl 0739.93080 Stochastics Stochastics Rep. 36, No. 2, 109-135 (1991). Reviewer: M.Tibaldi (Bologna) MSC: 93E20 PDFBibTeX XMLCite \textit{Yu. M. Kabanov} and \textit{S. M. Pergamenshchikov}, Stochastics Stochastics Rep. 36, No. 2, 109--135 (1991; Zbl 0739.93080) Full Text: DOI
Hijab, Omar Partially observed control of Markov processes. II. (English) Zbl 0727.60042 Stochastics Stochastics Rep. 28, No. 3, 247-262 (1989). MSC: 60G35 93E11 93E20 49J15 PDFBibTeX XMLCite \textit{O. Hijab}, Stochastics Stochastics Rep. 28, No. 3, 247--262 (1989; Zbl 0727.60042) Full Text: DOI
Hijab, Omar Partially observed control of Markov processes. I. (English) Zbl 0692.60037 Stochastics Stochastics Rep. 28, No. 2, 123-144 (1989). Reviewer: I.Valusescu MSC: 60G35 93E11 93E20 PDFBibTeX XMLCite \textit{O. Hijab}, Stochastics Stochastics Rep. 28, No. 2, 123--144 (1989; Zbl 0692.60037) Full Text: DOI
Stockbridge, Richard H. Time-average control of martingale problems: The Hamilton-Jacobi-Bellman equation. (English) Zbl 0673.49009 Stochastics Stochastics Rep. 27, No. 4, 249-260 (1989). MSC: 49K45 49L99 93E20 PDFBibTeX XMLCite \textit{R. H. Stockbridge}, Stochastics Stochastics Rep. 27, No. 4, 249--260 (1989; Zbl 0673.49009) Full Text: DOI
Cohen, Robert; Mazziotto, Géral Stochastic continuous control of partially observed systems via impulse control problems. (English) Zbl 0669.93085 Stochastics Stochastics Rep. 26, No. 2, 101-127 (1989). Reviewer: R.Elliott MSC: 93E20 93E11 60G40 PDFBibTeX XMLCite \textit{R. Cohen} and \textit{G. Mazziotto}, Stochastics Stochastics Rep. 26, No. 2, 101--127 (1989; Zbl 0669.93085) Full Text: DOI