Edit Profile (opens in new tab) Rishel, Raymond W. (b. 1930 d. 2021) Co-Author Distance Author ID: rishel.raymond-w Published as: Rishel, Raymond; Rishel, R. W.; Rishel, Raymond W.; Rishel, R. more...less External Links: MGP · dblp Documents Indexed: 39 Publications since 1960, including 1 Book Co-Authors: 8 Co-Authors with 11 Joint Publications 281 Co-Co-Authors all top 5 Co-Authors 28 single-authored 3 Beneš, Václav Edvard 3 Helmes, Kurt L. 2 Fleming, Wendell Helms 2 Kohlmann, Michael 1 Elliott, Robert James 1 Harris, Lawrence A. 1 Karatzas, Ioannis 1 Makowski, Armand M. all top 5 Serials 8 IEEE Transactions on Automatic Control 5 SIAM Journal on Control 3 SIAM Journal on Control and Optimization 1 Journal of Mathematical Analysis and Applications 1 Stochastics 1 Archiv der Mathematik 1 Information and Control 1 Transactions of the American Mathematical Society 1 Stochastic Processes and their Applications 1 Stochastics and Stochastics Reports 1 Communications in Information and Systems 1 Journal of the Society for Industrial & Applied Mathematics. Series A. Control 1 Applications of Mathematics all top 5 Fields 27 Systems theory; control (93-XX) 18 Probability theory and stochastic processes (60-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 6 Operations research, mathematical programming (90-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Partial differential equations (35-XX) 1 Statistics (62-XX) 1 Numerical analysis (65-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 31 Publications have been cited 1,366 times in 1,322 Documents Cited by ▼ Year ▼ Deterministic and stochastic optimal control. Zbl 0323.49001Fleming, Wendell H.; Rishel, Raymond W. 1,026 1975 An integral formula for total gradient variation. Zbl 0094.26301Fleming, Wendell H.; Rishel, Raymond 111 1960 An extended Pontryagin principle for control systems whose control laws contain measures. Zbl 0139.04901Rishel, R. W. 52 1965 Dynamic programming and minimum principles for systems with jump Markov disturbances. Zbl 0304.93025Rishel, Raymond 41 1975 Necessary and sufficient dynamic programming conditions for continuous time stochastic optimal control. Zbl 0206.45804Rishel, R. 30 1970 Control of systems with jump Markov disturbances. Zbl 0305.93059Rishel, Raymond 19 1975 Optimal portfolio management with partial observations and power utility function. Zbl 1053.91508Rishel, Raymond 17 1999 Estimating the implicit interest rate of a risky asset. Zbl 0797.60036Elliott, Robert J.; Rishel, Raymond W. 12 1994 A minimum principle for controlled jump processes. Zbl 0313.93065Rishel, Raymond 10 1975 An exact formula for a linear quadratic adaptive stochastic optimal control law. Zbl 0598.93069Rishel, Raymond 5 1986 The solution of a partially observed stochastic optimal control problems in terms of predicted miss. Zbl 0755.93082Helmes, Kurt; Rishel, Raymond 5 1992 Whether to sell or hold a stock. Zbl 1132.93351Rishel, Raymond 4 2006 An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem. Zbl 0641.93068Rishel, Raymond; Harris, Lawrence 4 1986 A variational inequality sufficient condition for optimal stopping with application to an optimal stock selling problem. Zbl 1137.94015Rishel, Raymond; Helmes, Kurt 3 2007 Controls optimal from time t onward and dynamic programming for systems of controlled jump processes. Zbl 0381.49008Rishel, Raymond 3 1976 Optimality of “full bang to reduce predicted miss” for some partially observed stochastic control problems. Zbl 0663.93077Beneš, V. E.; Rishel, R. W. 2 1988 A strong separation principle for stochastic control systems driven by a hidden Markov model. Zbl 0814.93082Rishel, Raymond 2 1994 Representation results for jump processes with application to optimal stopping. Zbl 0442.60041Kohlmann, Michael; Makowski, Armand; Rishel, Raymond 2 1980 A stochastic treatment of a control system with breakdown and repair. Zbl 0105.32906Rishel, Raymond 2 1962 Pursuing a maneuvering target which uses a random process for its control. Zbl 0820.93065Beneš, V. E.; Helmes, K. L.; Rishel, R. W. 2 1995 Weak solutions of a partial differential equation of dynamic programming. Zbl 0209.17003Rishel, R. W. 2 1971 Weak solutions of a partial differential equation of dynamic programming. Zbl 0224.49017Rishel, Raymond W. 2 1971 The minimum principle, separation principle, and dynamic programming for partially observed jump processes. Zbl 0389.93058Rishel, Raymond 2 1978 A partially observed advertising model. Zbl 0623.90046Rishel, Raymond 1 1985 A comment on a dual control problem. Zbl 0482.93077Rishel, Raymond 1 1981 Controlled continuous time Markov processes. Zbl 0728.93080Rishel, Raymond 1 1990 Area as the integral of lengths of contours. Zbl 0109.28202Rishel, R. 1 1960 State estimation for partially observed jump processes. Zbl 0403.60074Rishel, Raymond 1 1978 An example concerning rockets capable of impulsive thrust. Zbl 0146.20704Rishel, R. W. 1 1966 Optimality for completely observed controlled jump processes. Zbl 0376.93042Rishel, Raymond 1 1977 Optimal control of a Poisson source. Zbl 0376.93043Rishel, Raymond 1 1977 A variational inequality sufficient condition for optimal stopping with application to an optimal stock selling problem. Zbl 1137.94015Rishel, Raymond; Helmes, Kurt 3 2007 Whether to sell or hold a stock. Zbl 1132.93351Rishel, Raymond 4 2006 Optimal portfolio management with partial observations and power utility function. Zbl 1053.91508Rishel, Raymond 17 1999 Pursuing a maneuvering target which uses a random process for its control. Zbl 0820.93065Beneš, V. E.; Helmes, K. L.; Rishel, R. W. 2 1995 Estimating the implicit interest rate of a risky asset. Zbl 0797.60036Elliott, Robert J.; Rishel, Raymond W. 12 1994 A strong separation principle for stochastic control systems driven by a hidden Markov model. Zbl 0814.93082Rishel, Raymond 2 1994 The solution of a partially observed stochastic optimal control problems in terms of predicted miss. Zbl 0755.93082Helmes, Kurt; Rishel, Raymond 5 1992 Controlled continuous time Markov processes. Zbl 0728.93080Rishel, Raymond 1 1990 Optimality of “full bang to reduce predicted miss” for some partially observed stochastic control problems. Zbl 0663.93077Beneš, V. E.; Rishel, R. W. 2 1988 An exact formula for a linear quadratic adaptive stochastic optimal control law. Zbl 0598.93069Rishel, Raymond 5 1986 An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem. Zbl 0641.93068Rishel, Raymond; Harris, Lawrence 4 1986 A partially observed advertising model. Zbl 0623.90046Rishel, Raymond 1 1985 A comment on a dual control problem. Zbl 0482.93077Rishel, Raymond 1 1981 Representation results for jump processes with application to optimal stopping. Zbl 0442.60041Kohlmann, Michael; Makowski, Armand; Rishel, Raymond 2 1980 The minimum principle, separation principle, and dynamic programming for partially observed jump processes. Zbl 0389.93058Rishel, Raymond 2 1978 State estimation for partially observed jump processes. Zbl 0403.60074Rishel, Raymond 1 1978 Optimality for completely observed controlled jump processes. Zbl 0376.93042Rishel, Raymond 1 1977 Optimal control of a Poisson source. Zbl 0376.93043Rishel, Raymond 1 1977 Controls optimal from time t onward and dynamic programming for systems of controlled jump processes. Zbl 0381.49008Rishel, Raymond 3 1976 Deterministic and stochastic optimal control. Zbl 0323.49001Fleming, Wendell H.; Rishel, Raymond W. 1,026 1975 Dynamic programming and minimum principles for systems with jump Markov disturbances. Zbl 0304.93025Rishel, Raymond 41 1975 Control of systems with jump Markov disturbances. Zbl 0305.93059Rishel, Raymond 19 1975 A minimum principle for controlled jump processes. Zbl 0313.93065Rishel, Raymond 10 1975 Weak solutions of a partial differential equation of dynamic programming. Zbl 0209.17003Rishel, R. W. 2 1971 Weak solutions of a partial differential equation of dynamic programming. Zbl 0224.49017Rishel, Raymond W. 2 1971 Necessary and sufficient dynamic programming conditions for continuous time stochastic optimal control. Zbl 0206.45804Rishel, R. 30 1970 An example concerning rockets capable of impulsive thrust. Zbl 0146.20704Rishel, R. W. 1 1966 An extended Pontryagin principle for control systems whose control laws contain measures. Zbl 0139.04901Rishel, R. W. 52 1965 A stochastic treatment of a control system with breakdown and repair. Zbl 0105.32906Rishel, Raymond 2 1962 An integral formula for total gradient variation. Zbl 0094.26301Fleming, Wendell H.; Rishel, Raymond 111 1960 Area as the integral of lengths of contours. Zbl 0109.28202Rishel, R. 1 1960 all cited Publications top 5 cited Publications all top 5 Cited by 1,896 Authors 16 Yavin, Yaakov 13 Bressan, Alberto 13 Lenhart, Suzanne M. 13 Lions, Pierre-Louis 13 Zhang, Qing 12 Sethi, Suresh P. 11 Elliott, Robert James 11 Fleming, Wendell Helms 11 Haurie, Alain B. 10 Basin, Michael V. 10 Motta, Monica 10 Okosun, Kazeem Oare 10 Torres, Delfim Fernando Marado 9 Duncan, Tyrone E. 9 Mushayabasa, Steady 9 Siu, Tak Kuen 9 Staritsyn, Maksim Vladimirovich 9 Taksar, Michael I. 9 Vinter, Richard B. 9 Yin, Gang George 9 Yin, George Gang 8 Rachik, Mostafa 8 Schättler, Heinz Michael 7 Allali, Karam 7 Biswas, Md. Haider Ali 7 Lobo Pereira, Fernando 7 Makinde, Oluwole Daniel 7 Rampazzo, Franco 6 Bensoussan, Alain 6 Frankowska, Hélène 6 Khailov, Evgenii N. 6 Khan, Muhammad Altaf 6 Kwon, Hee-Dae 6 Mhlanga, A. 6 Modnak, Chairat 6 Pavon, Michele 6 Posteraro, Maria Rosaria 6 Runggaldier, Wolfgang J. 6 Yeung, David Wing-Kay 6 Zhu, Weiqiu 5 Agusto, Folashade B. 5 Basir, Fahad Al 5 Boukas, El-Kébir 5 Emms, Paul 5 Ferone, Vincenzo 5 Giarrusso, Ester 5 Hata, Hiroaki 5 Helmes, Kurt L. 5 Huo, Liangan 5 Karamzin, Dmitry Yu. 5 Menaldi, Jose-Luis 5 Mercaldo, Anna 5 Ozair, Muhammad 5 Pasik-Duncan, Bozenna 5 Pham, Khanh Duy 5 Rong, Libin 5 Saha, Sangeeta 5 Samanta, Guru Prasad 5 Sass, Jörn 5 Shah, Nita H. 5 Silva, Cristiana J. 5 Wang, Jin 5 Zeng, Xudong 4 Aronna, María Soledad 4 Barbu, Viorel 4 Bhunu, Claver Pedzisai 4 Calderon-Alvarez, Dario 4 Chen, Yongxin 4 Christopeit, Norbert 4 Danane, Jaouad 4 Das, Pritha 4 Das, Samhita 4 Delavarkhalafi, Ali 4 Evans, Lawrence Craig 4 Filippova, Tat’yana Fëdorovna 4 Goncharova, Elena Vladimirovna 4 Hattaf, Khalid 4 Haussmann, Ulrich G. 4 Huo, Hai-Feng 4 Hussain, Takasar 4 Imran, Mudassar 4 Kumar Roy, Priti 4 Kumar, Anuj 4 Kushner, Harold J. 4 Ledzewicz, Urszula 4 Lee, Sunmi 4 Nguyen, Khai T. 4 Nowakowski, Andrzej F. 4 Perthame, Benoît 4 Poznyak, Aleksandr Semënovich 4 Sheu, Shuenn-Jyi 4 Srivastava, Prashant Kr. 4 Stockbridge, Richard H. 4 Van Delft, Christian 4 Vasilieva, Olga Olegovna 4 Xu, Rui 4 Zaman, Gul 4 Zeitouni, Ofer 4 Zhou, Xunyu 3 Agarwal, Ravi P. ...and 1,796 more Authors all top 5 Cited in 307 Serials 72 Journal of Optimization Theory and Applications 36 Automatica 32 Journal of Mathematical Analysis and Applications 32 Applied Mathematics and Optimization 26 Systems & Control Letters 25 Applied Mathematics and Computation 23 Journal of Economic Dynamics & Control 20 Journal of Differential Equations 20 European Journal of Operational Research 19 Mathematical Biosciences 19 SIAM Journal on Control and Optimization 19 Journal of Biological Dynamics 18 Insurance Mathematics & Economics 18 Mathematical Biosciences and Engineering 17 Stochastics 16 International Journal of Biomathematics 15 Journal of the Franklin Institute 15 The Annals of Applied Probability 14 International Journal of Control 14 International Journal of Systems Science 14 Optimal Control Applications & Methods 14 Applied Mathematical Modelling 14 Journal of Applied Mathematics 14 Nonlinear Analysis. Theory, Methods & Applications 13 Stochastic Processes and their Applications 12 Advances in Difference Equations 12 Journal of Theoretical Biology 11 Journal of Mathematical Biology 11 Physica A 10 Computers & Mathematics with Applications 10 Chaos, Solitons and Fractals 10 Journal of Economic Theory 10 MCSS. Mathematics of Control, Signals, and Systems 10 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 9 Bulletin of Mathematical Biology 9 Journal of Mathematical Economics 9 Mathematical and Computer Modelling 9 Automation and Remote Control 9 Discrete and Continuous Dynamical Systems. Series B 9 Dynamic Games and Applications 8 Journal of Computational and Applied Mathematics 8 Annals of Operations Research 8 Communications in Partial Differential Equations 7 Archive for Rational Mechanics and Analysis 7 Annali di Matematica Pura ed Applicata. Serie Quarta 7 Information Sciences 7 Journal of Functional Analysis 7 Mathematics and Computers in Simulation 7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 7 Stochastic Analysis and Applications 7 Discrete Dynamics in Nature and Society 7 Communications in Nonlinear Science and Numerical Simulation 7 Journal of Biological Systems 7 Journal of Applied Mathematics and Computing 7 Computational & Mathematical Methods in Medicine 6 Applicable Analysis 6 Acta Applicandae Mathematicae 6 Journal of Computer and Systems Sciences International 6 Computational and Applied Mathematics 6 Differential Equations and Dynamical Systems 6 Mathematical Finance 6 Nonlinear Dynamics 6 Journal of Dynamical and Control Systems 6 Scandinavian Actuarial Journal 6 Discrete and Continuous Dynamical Systems. Series S 5 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV 5 Numerical Functional Analysis and Optimization 5 Proceedings of the American Mathematical Society 5 Transactions of the American Mathematical Society 5 Journal of Mathematical Sciences (New York) 5 Discrete and Continuous Dynamical Systems 5 ASTIN Bulletin 5 Journal of Industrial and Management Optimization 5 Mathematical Modelling of Natural Phenomena 5 Numerical Algebra, Control and Optimization 5 Journal of Applied Nonlinear Dynamics 4 Advances in Applied Probability 4 Journal of Applied Mathematics and Mechanics 4 International Journal of Mathematics and Mathematical Sciences 4 Journal of Soviet Mathematics 4 Statistics & Probability Letters 4 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 4 Computational Mathematics and Modeling 4 Journal of Global Optimization 4 Economic Theory 4 Mathematical Problems in Engineering 4 European Journal of Control 4 Abstract and Applied Analysis 4 Mathematical Methods of Operations Research 4 Nonlinear Analysis. Real World Applications 4 Quantitative Finance 4 Asian Journal of Control 3 Communications on Pure and Applied Mathematics 3 Mathematical Notes 3 Mathematische Annalen 3 Rendiconti del Seminario Matematico della Università di Padova 3 SIAM Journal on Numerical Analysis 3 Annales de la Faculté des Sciences de Toulouse. Série V. Mathématiques 3 Japan Journal of Industrial and Applied Mathematics 3 Dynamics and Control ...and 207 more Serials all top 5 Cited in 41 Fields 671 Calculus of variations and optimal control; optimization (49-XX) 509 Systems theory; control (93-XX) 338 Biology and other natural sciences (92-XX) 304 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 263 Probability theory and stochastic processes (60-XX) 159 Partial differential equations (35-XX) 154 Ordinary differential equations (34-XX) 152 Operations research, mathematical programming (90-XX) 50 Numerical analysis (65-XX) 46 Dynamical systems and ergodic theory (37-XX) 34 Statistics (62-XX) 33 Functional analysis (46-XX) 27 Real functions (26-XX) 21 Statistical mechanics, structure of matter (82-XX) 17 Computer science (68-XX) 16 Measure and integration (28-XX) 15 Mechanics of particles and systems (70-XX) 13 Global analysis, analysis on manifolds (58-XX) 12 Operator theory (47-XX) 12 Information and communication theory, circuits (94-XX) 9 Differential geometry (53-XX) 9 Mechanics of deformable solids (74-XX) 7 Fluid mechanics (76-XX) 6 Geophysics (86-XX) 5 Convex and discrete geometry (52-XX) 5 Quantum theory (81-XX) 4 Integral equations (45-XX) 4 Classical thermodynamics, heat transfer (80-XX) 3 Functions of a complex variable (30-XX) 3 Optics, electromagnetic theory (78-XX) 2 General and overarching topics; collections (00-XX) 2 Combinatorics (05-XX) 2 Topological groups, Lie groups (22-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Special functions (33-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 2 Integral transforms, operational calculus (44-XX) 1 Potential theory (31-XX) 1 Abstract harmonic analysis (43-XX) 1 General topology (54-XX) Citations by Year