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Menaldi, Jose-Luis

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Author ID: menaldi.jose-luis Recent zbMATH articles by "Menaldi, Jose-Luis"
Published as: Menaldi, J. L.; Menaldi, J.-L.; Menaldi, Jose Luis; Menaldi, Jose Luiz; Menaldi, Jose-Luis; Menaldi, José Luis; Menaldi, José-Louis; Menaldi, José-Luis
Documents Indexed: 123 Publications since 1975, including 5 Books
all top 5

Serials

13 SIAM Journal on Control and Optimization
8 Applied Mathematics and Optimization
6 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A
4 Comptes Rendus de l’Académie des Sciences. Série I
4 Nonlinear Analysis. Theory, Methods & Applications
3 Journal of Mathematical Analysis and Applications
3 Journal of Differential Equations
3 Stochastic Analysis and Applications
2 Journal of Optimization Theory and Applications
2 Mathematicae Notae
2 IMA Journal of Mathematical Control and Information
2 Asymptotic Analysis
2 Differential and Integral Equations
2 Stochastics and Stochastics Reports
1 Stochastics
1 Zeitschrift für Angewandte Mathematik und Mechanik (ZAMM)
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 The Annals of Probability
1 Automatica
1 IEEE Transactions on Automatic Control
1 Indiana University Mathematics Journal
1 Mathematics and Computers in Simulation
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Proceedings of the American Mathematical Society
1 Revista de la Unión Matemática Argentina
1 Ricerche di Matematica
1 Southeast Asian Bulletin of Mathematics
1 SIAM Journal on Scientific and Statistical Computing
1 Systems & Control Letters
1 Acta Applicandae Mathematicae
1 Applied Stochastic Models and Data Analysis
1 MCSS. Mathematics of Control, Signals, and Systems
1 Automation and Remote Control
1 Communications in Partial Differential Equations
1 Problems of Control and Information Theory
1 Bollettino della Unione Matemàtica Italiana. Serie VII. B
1 Doklady Akademii Nauk
1 Applicationes Mathematicae
1 Computational and Applied Mathematics
1 NoDEA. Nonlinear Differential Equations and Applications
1 Journal of Convex Analysis
1 Dynamics of Continuous, Discrete and Impulsive Systems
1 Doklady Mathematics
1 Nonlinear Dynamics
1 Mathematical Methods of Operations Research
1 Stochastics
1 Bollettino della Unione Matematica Italiana. Series V. B
1 Chapman & Hall/CRC Research Notes in Mathematics
1 Communications on Stochastic Analysis

Publications by Year

Citations contained in zbMATH Open

90 Publications have been cited 797 times in 591 Documents Cited by Year
Green functions for second order parabolic integro-differential problems. Zbl 0806.45007
Garroni, M. G.; Menaldi, J. L.
68
1992
Stochastic 2-D Navier-Stokes equation. Zbl 1016.35072
Menaldi, Jose-Luis; Sritharan, Sivaguru S.
51
2002
On an investment-consumption model with transaction costs. Zbl 1035.91505
Akian, Marianne; Menaldi, José Luis; Sulem, Agnès
49
1996
Additive control of stochastic linear systems with finite horizon. Zbl 0587.93068
Chow, Pao-Liu; Menaldi, José-Luis; Robin, Maurice
39
1985
Second order elliptic integro-differential problems. Zbl 1014.45002
Garroni, Maria Giovanna; Menaldi, Jose Luis
34
2002
Stochastic variational inequality for reflected diffusion. Zbl 0492.60057
Menaldi, Jose Luis
30
1983
Reflected diffusion processes with jumps. Zbl 0565.60065
Menaldi, José-Luis; Robin, Maurice
29
1985
Hybrid control and dynamic programming. Zbl 0897.49022
Bensoussan, A.; Menaldi, J. L.
28
1997
Optimal control of stochastic integrals and Hamilton-Jacobi-Bellman equations. I. Zbl 0478.93069
Lions, Pierre-Louis; Menaldi, Jose-Luis
24
1982
Some estimates for finite difference approximations. Zbl 0684.93088
Menaldi, Jose-Luis
21
1989
Optimal correction problem of a multidimensional stochastic system. Zbl 0685.93079
Menaldi, J. L.; Taksar, M. I.
20
1989
On the optimal stopping time problem for degenerate diffusions. Zbl 0462.93045
Menaldi, J. L.
17
1980
On the optimal impulse control problem for degenerate diffusions. Zbl 0462.93046
Menaldi, J. L.
16
1980
Stochastic PDE for nonlinear vibration of elastic panels. Zbl 1006.60058
Chow, P. L.; Menaldi, J. L.
14
1999
Exponential estimates in exit probability for some diffusion processes in Hilbert spaces. Zbl 0699.60047
Chow, Pao-Liu; Menaldi, José-Luis
14
1990
Optimal stochastic scheduling of power generation systems with scheduling delays and large cost differentials. Zbl 0551.93076
Blankenship, G. L.; Menaldi, J.-L.
14
1984
On singular stochastic control problems for diffusion with jumps. Zbl 0554.93076
Menaldi, José Luis; Robin, Maurice
13
1984
Remarks on risk-sensitive control problems. Zbl 1083.35021
Menaldi, Jose-Luis; Robin, Maurice
12
2005
Difference equations on weighted graphs. Zbl 1068.05039
Bensoussan, Alain; Menaldi, José-Luis
12
2005
Invariant measure for diffusions with jumps. Zbl 0927.35031
Menaldi, J.-L.; Robin, M.
12
1999
An ergodic control problem for reflected diffusion with jump. Zbl 0638.93079
Menaldi, José Luis; Robin, Maurice
12
1984
On the impulse control of jump diffusions. Zbl 1272.49073
Bayraktar, Erhan; Emmerling, Thomas; Menaldi, José-Luis
11
2013
Optimal impulse control problems for degenerate diffusions with jumps. Zbl 0616.93079
Menaldi, Jose-Luis
11
1987
On a system of first-order quasi-variational inequalities connected with the optimal switching problem. Zbl 0521.49008
Capuzzo Dolcetta, I.; Matzeu, M.; Menaldi, J. L.
11
1983
Optimal control of stochastic integrals and Hamilton-Jacobi-Bellman equations. II. Zbl 0478.93070
Lions, Pierre-Louis; Menaldi, Jose-Luis
10
1982
Construction de processus de diffusion reflechis par penalisation du domaine. Zbl 0468.60073
Lions, Pierre-Louis; Menaldi, Jose-Luis; Sznitman, Alain-Sol
10
1981
Stochastic hybrid control. Zbl 0967.93097
Bensoussan, A.; Menaldi, J. L.
9
2000
Optimal control and differential games with measures. Zbl 0799.90139
Barron, E. N.; Jensen, R.; Menaldi, J. L.
9
1993
Infinite-dimensional Hamilton-Jacobi-Bellman equations in Gauss-Sobolev spaces. Zbl 0890.49012
Chow, Pao-Liu; Menaldi, Jose-Luis
8
1997
Regularity of the free boundary in singular stochastic control. Zbl 0930.93086
Williams, Stephen A.; Chow, Pao-Liu; Menaldi, José-Luis
8
1994
On some impulse control problems with constraint. Zbl 1381.49037
Menaldi, J. L.; Robin, M.
7
2017
On some optimal stopping problems with constraint. Zbl 1347.60044
Menaldi, J. L.; Robin, M.
7
2016
Singular ergodic control for multidimensional Gaussian processes. Zbl 0745.93071
Menaldi, J. L.; Robin, M.; Taksar, M. I.
7
1992
Impulse control of stochastic Navier-Stokes equations. Zbl 1087.93061
Menaldi, J. L.; Sritharan, S. S.
6
2003
Ergodic control of reflected diffusions with jumps. Zbl 0876.93095
Menaldi, J.-L.; Robin, M.
6
1997
Pathwise convergence of approximate solutions to Zakai’s equation in a bounded domain. Zbl 0789.60040
Chow, P. L.; Jiang, J. L.; Menaldi, J. L.
6
1992
Green’s function and invariant density for an integro-differential operator of second order. Zbl 0702.45011
Garroni, Maria Giovanna; Menaldi, Jose Luis
6
1989
On optimal correction problems with partial information. Zbl 0561.93068
Menaldi, José-Luis; Robin, Maurice
6
1985
Some singular control problem with long term average criterion. Zbl 0548.93079
Menaldi, J. L.; Robin, M.
6
1984
Multi-asset portfolio selection problem with transaction costs. Zbl 0830.90006
Akian, Marianne; Menaldi, Jose Luis; Sulem, Agnès
5
1995
Maximum principles for integro-differential parabolic operators. Zbl 0822.45005
Garroni, Maria Giovanna; Menaldi, José Luis
5
1995
Le problème de temps d’arret optimal déterministe et l’inéquation variationnelle du premier ordre associee. Zbl 0486.49005
Menaldi, Jose-Luis
5
1982
Problèmes de Bellman avec le contrôle dans les coefficients de plus haut degré. Zbl 0386.93058
Lions, Pierre-Louis; Menaldi, Jose-Luis
5
1978
Sur le problème de contrôle impulsionnel et l’inéquation quasi variationnelle dégénérée associee. Zbl 0363.49002
Menaldi, Jose Luis
5
1977
Discrete-time hybrid control in Borel spaces: average cost optimality criterion. Zbl 1386.93309
Jasso-Fuentes, Héctor; Menaldi, José-Luis; Prieto-Rumeau, Tomás; Robin, Maurice
4
2018
Stochastic 2-D Navier-Stokes equation with artificial compressibility. Zbl 1328.76056
Manna, Utpal; Menaldi, J. L.; Sritharan, S. S.
4
2007
Some results of backward Itô formula. Zbl 1129.60051
Da Prato, Giuseppe; Menaldi, Jose-Luis; Tubaro, Luciano
4
2007
Stochastic hybrid optimal control models. Zbl 1032.93080
Menaldi, J. L.
4
2001
On the asymptotic behaviour of solutions of integro-differential inequalities. Zbl 0675.45011
Garroni, Maria Giovanna; Menaldi, Jose-Luis
4
1987
On a degenerate variational inequality with Neumann boundary conditions. Zbl 0452.49017
Menaldi, J. L.
4
1982
Gradient bounds for solutions of degenerate variational inequalities. Zbl 0477.49009
Evans, Lawrence C.; Menaldi, Jose-Luis
4
1981
Le principe de séparation pour le problème de temps d’arret optimal. Zbl 0427.60039
Menaldi, Jose-Luis
4
1979
On some ergodic impulse control problems with constraint. Zbl 1397.49050
Menaldi, J. L.; Robin, M.
3
2018
A distributed parabolic control with mixed boundary conditions. Zbl 1145.49003
Menaldi, Jose-Luis; Tarzia, Domingo Alberto
3
2007
On optimal ergodic control of diffusions with jumps. Zbl 0921.93040
Menaldi, Jose-Luis; Robin, Maurice
3
1999
Regularizing effect for integro-differential parabolic equations. Zbl 0810.35170
Garroni, Maria Giovanna; Menaldi, José Luis
3
1993
Ergodic problem for optimal stochastic switching. Zbl 0721.49019
Menaldi, J. L.; Perthame, B.; Robin, M.
3
1990
Monotone control of a damped oscillator under random perturbations. Zbl 0850.93883
Sun, Min; Menaldi, José-Louis
3
1988
Singular ergodic control for multidimensional Gaussian-Poisson processes. Zbl 1286.49023
Menaldi, J. L.; Robin, M.
2
2013
On the LQG theory with bounded control. Zbl 1198.93236
Iourtchenko, D. V.; Menaldi, J. L.; Bratus, A. S.
2
2010
Stochastic analysis of tidal dynamics equation. Zbl 1144.86302
Manna, U.; Menaldi, J. L.; Sritharan, S. S.
2
2008
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control. Zbl 1139.49024
Bratus’, A. S.; Iourtchenko, D. V.; Menaldi, J.-L.
2
2006
Penalty approximation and analytical characterization of the problem of super-replication under portfolio constraints. Zbl 1109.91021
Bensoussan, Alain; Touzi, Nizar; Menaldi, José Luis
2
2005
Remarks on impulse control problems for the stochastic Navier-Stokes equations. Zbl 1049.93093
Menaldi, J. L.; Sritharan, S. S.
2
2002
Optimal control and partial differential equations. In honour of Professor Alain Bensoussan’s 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. Zbl 1053.49001
Menaldi, José Luis (ed.); Rofman, Edmundo (ed.); Sulem, Agnès (ed.)
2
2001
On the optimal reward function of the continuous time multiarmed bandit problem. Zbl 0714.90096
Menaldi, José Luis; Robin, Maurice
2
1990
Variational approach of serial multilevel production/inventory systems. Zbl 0676.90027
Kabbaj, F.; Menaldi, J. L.; Rofman, E.
2
1990
Variational inequalities for the control of stochastic partial differential equations. Zbl 0682.93070
Chow, P. L.; Menaldi, J. L.
2
1989
Asymptotic behavior of the first order obstacle problem. Zbl 0674.35011
Capuzzo Dolcetta, I.; Menaldi, J. L.
2
1988
On the numerical approximation of an optimal correction problem. Zbl 0661.65150
Bancora-Imbert, M. C.; Chow, P. L.; Menaldi, J. L.
2
1988
Fonction de Green et densité invariante pour des problèmes intégro- différentiels de deuxième ordre. (Green function and invariant density for integro-differential problems of second order). Zbl 0601.45012
Garroni, Maria Giovanna; Menaldi, José Luis
2
1986
On stochastic control problems with impulse cost vanishing. Zbl 0514.93073
Menaldi, Jose-Luis; Rofman, Edmundo
2
1983
Existence and uniqueness for degenerate second order variational inequalities. Zbl 0477.49010
Menaldi, Jose-Luis
2
1981
A singular perturbation result for variational and quasi-variational inequalities. Zbl 0458.49011
Menaldi, Jose-Luis
2
1981
On final stopping time problems. Zbl 0312.93050
Menaldi, J. L.; Rofman, E.
2
1975
Discrete-time hybrid control in Borel spaces. Zbl 1440.93146
Jasso-Fuentes, Héctor; Menaldi, José-Luis; Prieto-Rumeau, Tomás
1
2020
Almost sure asymptotic stabilization of differential equations with time-varying delay by Lévy noise. Zbl 1331.60111
Liu, Dezhi; Wang, Weiqun; Menaldi, Jose Luis
1
2015
Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems. Zbl 1142.93038
Bratus, A. S.; Ivanova, A. P.; Iourtchenko, D. V.; Menaldi, J. L.
1
2007
Optimal stopping time and impulse control problems for the stochastic Navier-Stokes equations. Zbl 1004.93048
Menaldi, J. L.; Sritharan, S. S.
1
2002
Optimal starting-stopping problems for Markov-Feller processes. Zbl 0891.60043
Menaldi, Jose-Luis; Robin, Maurice; Sun, Min
1
1996
Generalized Lamé-Clapeyron solution for a one-phase source Stefan problem. Zbl 0809.35173
Menaldi, José Luis; Tarzia, Domingo Alberto
1
1993
On asymptotic behaviour of stopping time problems. Zbl 0675.60040
Menaldi, Jose Luis; Robin, Maurice
1
1989
Probabilistic view of estimates for finite difference methods. Zbl 0713.60075
Menaldi, Jose-Luis
1
1988
Some control problems of degenerate diffusions with unbounded cost. Zbl 0565.93069
Menaldi, José Luis; Robin, Maurice
1
1985
Construction and control of reflected diffusion with jumps. Zbl 0556.93075
Menaldi, José Luis; Robin, Maurice
1
1985
Optimal stochastic control of diffusion processes with jumps stopped at the exit of a domain. Zbl 0549.93069
Bensoussan, Alain; Menaldi, José Luis
1
1984
Method of regularization for second-order stochastic evolution equations. Zbl 0528.60058
Chow, Pao-Liu; Menaldi, Jose-Luis
1
1983
Le problème de contrôle impulsionnel optimal déterministe et l’inéquation quasi-variationnelle du premier ordre associee. Zbl 0498.49008
Menaldi, Jose-Luis
1
1982
The separation principle for impulse control problems. Zbl 0466.93074
Menaldi, Jose-Luis
1
1981
Sur le problème de temps d’arret et l’inéquation variationnelle dégénérée associee. Zbl 0359.60043
Menaldi, Jose Luis
1
1977
Discrete-time hybrid control in Borel spaces. Zbl 1440.93146
Jasso-Fuentes, Héctor; Menaldi, José-Luis; Prieto-Rumeau, Tomás
1
2020
Discrete-time hybrid control in Borel spaces: average cost optimality criterion. Zbl 1386.93309
Jasso-Fuentes, Héctor; Menaldi, José-Luis; Prieto-Rumeau, Tomás; Robin, Maurice
4
2018
On some ergodic impulse control problems with constraint. Zbl 1397.49050
Menaldi, J. L.; Robin, M.
3
2018
On some impulse control problems with constraint. Zbl 1381.49037
Menaldi, J. L.; Robin, M.
7
2017
On some optimal stopping problems with constraint. Zbl 1347.60044
Menaldi, J. L.; Robin, M.
7
2016
Almost sure asymptotic stabilization of differential equations with time-varying delay by Lévy noise. Zbl 1331.60111
Liu, Dezhi; Wang, Weiqun; Menaldi, Jose Luis
1
2015
On the impulse control of jump diffusions. Zbl 1272.49073
Bayraktar, Erhan; Emmerling, Thomas; Menaldi, José-Luis
11
2013
Singular ergodic control for multidimensional Gaussian-Poisson processes. Zbl 1286.49023
Menaldi, J. L.; Robin, M.
2
2013
On the LQG theory with bounded control. Zbl 1198.93236
Iourtchenko, D. V.; Menaldi, J. L.; Bratus, A. S.
2
2010
Stochastic analysis of tidal dynamics equation. Zbl 1144.86302
Manna, U.; Menaldi, J. L.; Sritharan, S. S.
2
2008
Stochastic 2-D Navier-Stokes equation with artificial compressibility. Zbl 1328.76056
Manna, Utpal; Menaldi, J. L.; Sritharan, S. S.
4
2007
Some results of backward Itô formula. Zbl 1129.60051
Da Prato, Giuseppe; Menaldi, Jose-Luis; Tubaro, Luciano
4
2007
A distributed parabolic control with mixed boundary conditions. Zbl 1145.49003
Menaldi, Jose-Luis; Tarzia, Domingo Alberto
3
2007
Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems. Zbl 1142.93038
Bratus, A. S.; Ivanova, A. P.; Iourtchenko, D. V.; Menaldi, J. L.
1
2007
Local solutions to the Hamilton-Jacobi-Bellman equation in stochastic problems of optimal control. Zbl 1139.49024
Bratus’, A. S.; Iourtchenko, D. V.; Menaldi, J.-L.
2
2006
Remarks on risk-sensitive control problems. Zbl 1083.35021
Menaldi, Jose-Luis; Robin, Maurice
12
2005
Difference equations on weighted graphs. Zbl 1068.05039
Bensoussan, Alain; Menaldi, José-Luis
12
2005
Penalty approximation and analytical characterization of the problem of super-replication under portfolio constraints. Zbl 1109.91021
Bensoussan, Alain; Touzi, Nizar; Menaldi, José Luis
2
2005
Impulse control of stochastic Navier-Stokes equations. Zbl 1087.93061
Menaldi, J. L.; Sritharan, S. S.
6
2003
Stochastic 2-D Navier-Stokes equation. Zbl 1016.35072
Menaldi, Jose-Luis; Sritharan, Sivaguru S.
51
2002
Second order elliptic integro-differential problems. Zbl 1014.45002
Garroni, Maria Giovanna; Menaldi, Jose Luis
34
2002
Remarks on impulse control problems for the stochastic Navier-Stokes equations. Zbl 1049.93093
Menaldi, J. L.; Sritharan, S. S.
2
2002
Optimal stopping time and impulse control problems for the stochastic Navier-Stokes equations. Zbl 1004.93048
Menaldi, J. L.; Sritharan, S. S.
1
2002
Stochastic hybrid optimal control models. Zbl 1032.93080
Menaldi, J. L.
4
2001
Optimal control and partial differential equations. In honour of Professor Alain Bensoussan’s 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. Zbl 1053.49001
Menaldi, José Luis (ed.); Rofman, Edmundo (ed.); Sulem, Agnès (ed.)
2
2001
Stochastic hybrid control. Zbl 0967.93097
Bensoussan, A.; Menaldi, J. L.
9
2000
Stochastic PDE for nonlinear vibration of elastic panels. Zbl 1006.60058
Chow, P. L.; Menaldi, J. L.
14
1999
Invariant measure for diffusions with jumps. Zbl 0927.35031
Menaldi, J.-L.; Robin, M.
12
1999
On optimal ergodic control of diffusions with jumps. Zbl 0921.93040
Menaldi, Jose-Luis; Robin, Maurice
3
1999
Hybrid control and dynamic programming. Zbl 0897.49022
Bensoussan, A.; Menaldi, J. L.
28
1997
Infinite-dimensional Hamilton-Jacobi-Bellman equations in Gauss-Sobolev spaces. Zbl 0890.49012
Chow, Pao-Liu; Menaldi, Jose-Luis
8
1997
Ergodic control of reflected diffusions with jumps. Zbl 0876.93095
Menaldi, J.-L.; Robin, M.
6
1997
On an investment-consumption model with transaction costs. Zbl 1035.91505
Akian, Marianne; Menaldi, José Luis; Sulem, Agnès
49
1996
Optimal starting-stopping problems for Markov-Feller processes. Zbl 0891.60043
Menaldi, Jose-Luis; Robin, Maurice; Sun, Min
1
1996
Multi-asset portfolio selection problem with transaction costs. Zbl 0830.90006
Akian, Marianne; Menaldi, Jose Luis; Sulem, Agnès
5
1995
Maximum principles for integro-differential parabolic operators. Zbl 0822.45005
Garroni, Maria Giovanna; Menaldi, José Luis
5
1995
Regularity of the free boundary in singular stochastic control. Zbl 0930.93086
Williams, Stephen A.; Chow, Pao-Liu; Menaldi, José-Luis
8
1994
Optimal control and differential games with measures. Zbl 0799.90139
Barron, E. N.; Jensen, R.; Menaldi, J. L.
9
1993
Regularizing effect for integro-differential parabolic equations. Zbl 0810.35170
Garroni, Maria Giovanna; Menaldi, José Luis
3
1993
Generalized Lamé-Clapeyron solution for a one-phase source Stefan problem. Zbl 0809.35173
Menaldi, José Luis; Tarzia, Domingo Alberto
1
1993
Green functions for second order parabolic integro-differential problems. Zbl 0806.45007
Garroni, M. G.; Menaldi, J. L.
68
1992
Singular ergodic control for multidimensional Gaussian processes. Zbl 0745.93071
Menaldi, J. L.; Robin, M.; Taksar, M. I.
7
1992
Pathwise convergence of approximate solutions to Zakai’s equation in a bounded domain. Zbl 0789.60040
Chow, P. L.; Jiang, J. L.; Menaldi, J. L.
6
1992
Exponential estimates in exit probability for some diffusion processes in Hilbert spaces. Zbl 0699.60047
Chow, Pao-Liu; Menaldi, José-Luis
14
1990
Ergodic problem for optimal stochastic switching. Zbl 0721.49019
Menaldi, J. L.; Perthame, B.; Robin, M.
3
1990
On the optimal reward function of the continuous time multiarmed bandit problem. Zbl 0714.90096
Menaldi, José Luis; Robin, Maurice
2
1990
Variational approach of serial multilevel production/inventory systems. Zbl 0676.90027
Kabbaj, F.; Menaldi, J. L.; Rofman, E.
2
1990
Some estimates for finite difference approximations. Zbl 0684.93088
Menaldi, Jose-Luis
21
1989
Optimal correction problem of a multidimensional stochastic system. Zbl 0685.93079
Menaldi, J. L.; Taksar, M. I.
20
1989
Green’s function and invariant density for an integro-differential operator of second order. Zbl 0702.45011
Garroni, Maria Giovanna; Menaldi, Jose Luis
6
1989
Variational inequalities for the control of stochastic partial differential equations. Zbl 0682.93070
Chow, P. L.; Menaldi, J. L.
2
1989
On asymptotic behaviour of stopping time problems. Zbl 0675.60040
Menaldi, Jose Luis; Robin, Maurice
1
1989
Monotone control of a damped oscillator under random perturbations. Zbl 0850.93883
Sun, Min; Menaldi, José-Louis
3
1988
Asymptotic behavior of the first order obstacle problem. Zbl 0674.35011
Capuzzo Dolcetta, I.; Menaldi, J. L.
2
1988
On the numerical approximation of an optimal correction problem. Zbl 0661.65150
Bancora-Imbert, M. C.; Chow, P. L.; Menaldi, J. L.
2
1988
Probabilistic view of estimates for finite difference methods. Zbl 0713.60075
Menaldi, Jose-Luis
1
1988
Optimal impulse control problems for degenerate diffusions with jumps. Zbl 0616.93079
Menaldi, Jose-Luis
11
1987
On the asymptotic behaviour of solutions of integro-differential inequalities. Zbl 0675.45011
Garroni, Maria Giovanna; Menaldi, Jose-Luis
4
1987
Fonction de Green et densité invariante pour des problèmes intégro- différentiels de deuxième ordre. (Green function and invariant density for integro-differential problems of second order). Zbl 0601.45012
Garroni, Maria Giovanna; Menaldi, José Luis
2
1986
Additive control of stochastic linear systems with finite horizon. Zbl 0587.93068
Chow, Pao-Liu; Menaldi, José-Luis; Robin, Maurice
39
1985
Reflected diffusion processes with jumps. Zbl 0565.60065
Menaldi, José-Luis; Robin, Maurice
29
1985
On optimal correction problems with partial information. Zbl 0561.93068
Menaldi, José-Luis; Robin, Maurice
6
1985
Some control problems of degenerate diffusions with unbounded cost. Zbl 0565.93069
Menaldi, José Luis; Robin, Maurice
1
1985
Construction and control of reflected diffusion with jumps. Zbl 0556.93075
Menaldi, José Luis; Robin, Maurice
1
1985
Optimal stochastic scheduling of power generation systems with scheduling delays and large cost differentials. Zbl 0551.93076
Blankenship, G. L.; Menaldi, J.-L.
14
1984
On singular stochastic control problems for diffusion with jumps. Zbl 0554.93076
Menaldi, José Luis; Robin, Maurice
13
1984
An ergodic control problem for reflected diffusion with jump. Zbl 0638.93079
Menaldi, José Luis; Robin, Maurice
12
1984
Some singular control problem with long term average criterion. Zbl 0548.93079
Menaldi, J. L.; Robin, M.
6
1984
Optimal stochastic control of diffusion processes with jumps stopped at the exit of a domain. Zbl 0549.93069
Bensoussan, Alain; Menaldi, José Luis
1
1984
Stochastic variational inequality for reflected diffusion. Zbl 0492.60057
Menaldi, Jose Luis
30
1983
On a system of first-order quasi-variational inequalities connected with the optimal switching problem. Zbl 0521.49008
Capuzzo Dolcetta, I.; Matzeu, M.; Menaldi, J. L.
11
1983
On stochastic control problems with impulse cost vanishing. Zbl 0514.93073
Menaldi, Jose-Luis; Rofman, Edmundo
2
1983
Method of regularization for second-order stochastic evolution equations. Zbl 0528.60058
Chow, Pao-Liu; Menaldi, Jose-Luis
1
1983
Optimal control of stochastic integrals and Hamilton-Jacobi-Bellman equations. I. Zbl 0478.93069
Lions, Pierre-Louis; Menaldi, Jose-Luis
24
1982
Optimal control of stochastic integrals and Hamilton-Jacobi-Bellman equations. II. Zbl 0478.93070
Lions, Pierre-Louis; Menaldi, Jose-Luis
10
1982
Le problème de temps d’arret optimal déterministe et l’inéquation variationnelle du premier ordre associee. Zbl 0486.49005
Menaldi, Jose-Luis
5
1982
On a degenerate variational inequality with Neumann boundary conditions. Zbl 0452.49017
Menaldi, J. L.
4
1982
Le problème de contrôle impulsionnel optimal déterministe et l’inéquation quasi-variationnelle du premier ordre associee. Zbl 0498.49008
Menaldi, Jose-Luis
1
1982
Construction de processus de diffusion reflechis par penalisation du domaine. Zbl 0468.60073
Lions, Pierre-Louis; Menaldi, Jose-Luis; Sznitman, Alain-Sol
10
1981
Gradient bounds for solutions of degenerate variational inequalities. Zbl 0477.49009
Evans, Lawrence C.; Menaldi, Jose-Luis
4
1981
Existence and uniqueness for degenerate second order variational inequalities. Zbl 0477.49010
Menaldi, Jose-Luis
2
1981
A singular perturbation result for variational and quasi-variational inequalities. Zbl 0458.49011
Menaldi, Jose-Luis
2
1981
The separation principle for impulse control problems. Zbl 0466.93074
Menaldi, Jose-Luis
1
1981
On the optimal stopping time problem for degenerate diffusions. Zbl 0462.93045
Menaldi, J. L.
17
1980
On the optimal impulse control problem for degenerate diffusions. Zbl 0462.93046
Menaldi, J. L.
16
1980
Le principe de séparation pour le problème de temps d’arret optimal. Zbl 0427.60039
Menaldi, Jose-Luis
4
1979
Problèmes de Bellman avec le contrôle dans les coefficients de plus haut degré. Zbl 0386.93058
Lions, Pierre-Louis; Menaldi, Jose-Luis
5
1978
Sur le problème de contrôle impulsionnel et l’inéquation quasi variationnelle dégénérée associee. Zbl 0363.49002
Menaldi, Jose Luis
5
1977
Sur le problème de temps d’arret et l’inéquation variationnelle dégénérée associee. Zbl 0359.60043
Menaldi, Jose Luis
1
1977
On final stopping time problems. Zbl 0312.93050
Menaldi, J. L.; Rofman, E.
2
1975
all top 5

Cited by 767 Authors

32 Menaldi, Jose-Luis
11 Sritharan, Sivaguru S.
10 Jakobsen, Espen Robstad
10 Lions, Pierre-Louis
10 Robin, Maurice
9 Mohan, Manil Thankamani
8 Ghosh, Mrinal Kanti
7 Ferrari, Giorgio
6 Brzeźniak, Zdzisław
6 Zhao, Xiao-Qiang
5 Barles, Guy
5 Biswas, Anup
5 Bratus, Alexander S.
5 Capuzzo Dolcetta, Italo
5 Chow, Pao-Liu
5 Reisinger, Christoph
5 Słomiński, Leszek
5 Świȩch, Andrzej
4 Arapostathis, Aristotle
4 Boulbrachene, Messaoud
4 Caffarelli, Luis Ángel
4 De Angelis, Tiziano
4 Ferretti, Roberto Giorgio
4 Garroni, Maria Giovanna
4 Imbert, Cyril
4 Jasso-Fuentes, Héctor
4 Kumar, K. Suresh
4 Liu, Wei
4 Manna, Utpal
4 Noor, Muhammad Aslam
4 Picarelli, Athena
4 Shreve, Steven E.
4 Song, Renming
4 Sundar, Pon.
4 Taksar, Michael I.
4 Tarzia, Domingo Alberto
4 Wang, Huaqiao
4 Wu, Jing
4 Yang, Xiaoyuan
4 Yong, Jiongmin
4 Zervos, Mihail
4 Zhang, Tusheng S.
3 Arisawa, Mariko
3 Azimzadeh, Parsiad
3 Barbu, Viorel
3 Bayraktar, Erhan
3 Bentsman, Joseph
3 Chasseigne, Emmanuel
3 Chiarolla, Maria B.
3 Chighoub, Farid
3 Cortey-Dumont, Philippe
3 Dai, Min
3 Draviam, Thangaraj
3 Falcone, Maurizio
3 Forsyth, Peter A.
3 Goldys, Beniamin
3 González, Roberto L. V.
3 Gozzi, Fausto
3 Haiour, Mohamed
3 Hobson, David G.
3 Hu, Bei
3 Iourtchenko, Daniil V.
3 Kelly, Scott David
3 Lang, Annika
3 Lenhart, Suzanne M.
3 Liang, Xing
3 Liao, Yuchung
3 Lorig, Matthew J.
3 Maslowski, Bohdan
3 Mezerdi, Brahim
3 Mikulevicius, Remigijus
3 Morimoto, Hiroaki
3 Motta, Monica
3 Mou, Chenchen
3 Natarajan, Vivek
3 Ouknine, Youssef
3 Piunovskiĭ, Alekseĭ Borisovich
3 Pradhan, Somnath
3 Prieto-Rumeau, Tomás
3 Rampazzo, Franco
3 Rascanu, Aurel
3 Röckner, Michael
3 Sass, Jörn
3 Skubachevskij, Alexander L.
3 Soner, Halil Mete
3 Sulem, Agnès
3 Taira, Kazuaki
3 Taniguchi, Takeshi
3 Thieme, Horst R.
3 Vivaldi, Maria Agostina
3 Weng, Peixuan
3 Yang, Xue
3 Yavin, Yaakov
3 Zhang, Yi
3 Zhang, Yinghan
3 Zhu, Jiahui
3 Zidani, Hasnaa
2 Abbas, Syed
2 Ahmed, Nasir Uddin
2 Akimenko, Vitalii V.
...and 667 more Authors
all top 5

Cited in 180 Serials

34 Applied Mathematics and Optimization
30 Stochastic Processes and their Applications
29 Journal of Mathematical Analysis and Applications
26 SIAM Journal on Control and Optimization
20 Stochastic Analysis and Applications
19 Journal of Differential Equations
16 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
14 Journal of Optimization Theory and Applications
8 Stochastics
8 Applied Mathematics and Computation
8 Automatica
8 NoDEA. Nonlinear Differential Equations and Applications
8 Mathematical Finance
8 Stochastics
7 Journal of Functional Analysis
7 Systems & Control Letters
7 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
7 Communications in Partial Differential Equations
7 Mathematical Methods of Operations Research
7 Nonlinear Analysis. Hybrid Systems
6 Computers & Mathematics with Applications
6 Acta Applicandae Mathematicae
6 Stochastics and Stochastics Reports
6 Finance and Stochastics
5 International Journal of Control
5 Journal of Computational and Applied Mathematics
5 Numerische Mathematik
5 Journal of Scientific Computing
5 Quantitative Finance
5 Stochastics and Dynamics
5 Nonlinear Analysis. Theory, Methods & Applications
4 Communications on Pure and Applied Mathematics
4 Numerical Functional Analysis and Optimization
4 Transactions of the American Mathematical Society
4 Probability Theory and Related Fields
4 Journal of Economic Dynamics & Control
4 The Annals of Applied Probability
4 European Journal of Operational Research
4 Journal of Mathematical Sciences (New York)
4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
4 Infinite Dimensional Analysis, Quantum Probability and Related Topics
4 International Journal of Theoretical and Applied Finance
4 Acta Mathematica Sinica. English Series
4 Discrete and Continuous Dynamical Systems. Series B
4 Mathematics and Financial Economics
3 Mathematics of Computation
3 Annali di Matematica Pura ed Applicata. Serie Quarta
3 The Annals of Probability
3 Journal of Applied Probability
3 Statistics & Probability Letters
3 Mathematical and Computer Modelling
3 Journal of Applied Mathematics and Stochastic Analysis
3 Potential Analysis
3 Applied Mathematical Finance
3 Discrete and Continuous Dynamical Systems
3 Nonlinear Analysis. Real World Applications
3 Science China. Mathematics
3 Evolution Equations and Control Theory
2 Advances in Applied Probability
2 Archive for Rational Mechanics and Analysis
2 Lithuanian Mathematical Journal
2 ZAMP. Zeitschrift für angewandte Mathematik und Physik
2 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV
2 Calcolo
2 Journal of Economic Theory
2 Journal of Econometrics
2 Journal of Mathematical Economics
2 Mathematische Annalen
2 Mathematics of Operations Research
2 Mathematische Zeitschrift
2 RAIRO. Analyse Numérique
2 Annales de la Faculté des Sciences de Toulouse. Série V. Mathématiques
2 Physica D
2 Applied Numerical Mathematics
2 Journal of Theoretical Probability
2 Applied Mathematics Letters
2 MCSS. Mathematics of Control, Signals, and Systems
2 Annals of Operations Research
2 Journal of Global Optimization
2 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
2 Linear Algebra and its Applications
2 SIAM Journal on Applied Mathematics
2 Cybernetics and Systems Analysis
2 Calculus of Variations and Partial Differential Equations
2 Discrete Dynamics in Nature and Society
2 Journal of Mathematical Fluid Mechanics
2 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics
2 Probability in the Engineering and Informational Sciences
2 Journal of Systems Science and Complexity
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
2 International Journal of Stochastic Analysis
2 Mathematical Control and Related Fields
1 Applicable Analysis
1 Discrete Applied Mathematics
1 Discrete Mathematics
1 International Journal of Systems Science
1 Journal of Computational Physics
1 Journal of Mathematical Physics
1 Mathematical Methods in the Applied Sciences
...and 80 more Serials

Citations by Year