The following pages link to Richard H. Stockbridge (Q212968):
Displaying 43 items.
- Thinning and harvesting in stochastic forest models (Q622230) (← links)
- Long-term average control of a continuous, monotone process (Q687075) (← links)
- Optimal control and replacement with state-dependent failure rate: Dynamic programming (Q687696) (← links)
- Optimal control and replacement with state-dependent failure rate: An invariant measure approach (Q687697) (← links)
- Time-average control of martingale problems: Existence of a stationary solution (Q913227) (← links)
- Time-average control of martingale problems: A linear programming formulation (Q913228) (← links)
- (Q1000010) (redirect page) (← links)
- A separation principle for partially observed control of singular stochastic processes (Q1000011) (← links)
- Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming (Q1396975) (← links)
- The problem of moments on polytopes and other bounded regions. (Q1410244) (← links)
- Numerical comparison of controls and verification of optimality for stochastic control problems (Q1586818) (← links)
- Continuous inventory models of diffusion type: long-term average cost criterion (Q2403143) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- Impulse Control of Standard Brownian Motion: Long-Term Average Criterion (Q2948562) (← links)
- Impulse Control of Standard Brownian Motion: Discounted Criterion (Q2948563) (← links)
- On Optimal Harvesting Problems in Random Environments (Q3021277) (← links)
- Analysis of production decisions under budget limitations (Q3108382) (← links)
- (Q3140697) (← links)
- (Q3160520) (← links)
- A martingale approach to the slow server problem (Q3359542) (← links)
- Optimal Control of the Running Max (Q3360113) (← links)
- Linear programming approach to the optimal stopping of singular stochastic processes (Q3429348) (← links)
- THE PEDESTRIAN PRINCIPLE FOR DIFFERENTIAL GAMES (Q3444834) (← links)
- Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397) (← links)
- Determining the Optimal Control of Singular Stochastic Processes Using Linear Programming (Q3626704) (← links)
- Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming (Q3635019) (← links)
- Time-average control of martingale problems: the hamilton-jacobi-bellman equation (Q3827156) (← links)
- Approximation of Infinite-Dimensional Linear Programming Problems which Arise in Stochastic Control (Q4210464) (← links)
- Existence of Markov Controls and Characterization of Optimal Markov Controls (Q4388926) (← links)
- (Q4438222) (← links)
- Linear Programming Formulation for Optimal Stopping Problems (Q4537820) (← links)
- Convergence of Finite Element Methods for Singular Stochastic Control (Q4560705) (← links)
- A Direct Approach to the Solution of Optimal Multiple-Stopping Problems (Q4593614) (← links)
- On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time (Q4648576) (← links)
- Extension Of Dale's Moment Conditions With Application To The Wright–fisher Model (Q4806057) (← links)
- Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model (Q4927278) (← links)
- On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems (Q5136744) (← links)
- A weak convergence approach to inventory control using a long-term average criterion (Q5215034) (← links)
- (Q5463038) (← links)
- A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
- Stationary solutions and forward equations for controlled and singular martingale problems (Q5947980) (← links)
- On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes (Q6198084) (← links)
- Single-Item Continuous-Review Inventory Models with Random Supplies (Q6520482) (← links)
