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An Approximation To The Optimal Control Law For Stationary Systems Via Liapunov'S Direct Method
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Small random perturbations of dynamical systems with stable limit cycles
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Essays on delegated asset management in illiquid markets
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Structural nonlinear control strategies to provide life safety and serviceability
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Equilibrium model of limit order book and optimal execution problem
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Optimal and exact control of evolution equations
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Iterative path integral stochastic optimal control: theory and applications to motor control
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Optimal dividend and investment problems under Sparre Andersen model
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Credit risk of a leveraged firm in a controlled optimal stopping framework
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