Richard H Stockbridge
Richard H Stockbridge
Professor of Mathematical Sciences, University of Wisconsin - Milwaukee
Verified email at uwm.edu
Title
Cited by
Cited by
Year
Existence of Markov controls and characterization of optimal Markov controls
TG Kurtz, RH Stockbridge
SIAM Journal on Control and Optimization 36 (2), 609-653, 1998
1511998
Computing moments of the exit time distribution for Markov processes by linear programming
K Helmes, S Röhl, RH Stockbridge
Operations Research 49 (4), 516-530, 2001
732001
Time-average control of martingale problems: A linear programming formulation
RH Stockbridge
Annals of Probability 18 (1), 206-217, 1990
711990
Time-average control of martingale problems: Existence of a stationary solution
RH Stockbridge
The Annals of Probability, 190-205, 1990
661990
Stationary solutions and forward equations for controlled and singular martingale problems
T Kurtz, R Stockbridge
Electronic Journal of Probability 6, 2001
492001
On optimal harvesting problems in random environments
Q Song, RH Stockbridge, C Zhu
SIAM journal on control and optimization 49 (2), 859-889, 2011
432011
Linear programming formulation for optimal stopping problems
MJ Cho, RH Stockbridge
SIAM Journal on Control and Optimization 40 (6), 1965-1982, 2002
382002
Numerical comparison of controls and verification of optimality for stochastic control problems
K Helmes, RH Stockbridge
Journal of Optimization Theory and Applications 106 (1), 107-127, 2000
322000
Optimal control of the running max
AC Heinricher, RH Stockbridge
SIAM journal on control and optimization 29 (4), 936-953, 1991
301991
Approximation of infinite-dimensional linear programming problems which arise in stochastic control
MS Mendiondo, RH Stockbridge
SIAM journal on control and optimization 36 (4), 1448-1472, 1998
271998
Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions
K Helmes, RH Stockbridge
Advances in Applied Probability 42 (1), 158-182, 2010
212010
Portfolio optimization in markets having stochastic rates
RH Stockbridge
Stochastic Theory and Control, 447-458, 2002
202002
Linear programming approach to the optimal stopping of singular stochastic processes
K Helmes, RH Stockbridge
Stochastics An International Journal of Probability and Stochastic Processes …, 2007
182007
On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
F Dufour, RH Stockbridge
Stochastics An International Journal of Probability and Stochastic Processes …, 2012
172012
Martingale problems and linear programs for singular control
TG Kurtz, RH Stockbridge
PROCEEDINGS OF THE ANNUAL ALLERTON CONFERENCE ON COMMUNICATION CONTROL AND …, 1999
131999
Continuous inventory models of diffusion type: long-term average cost criterion
KL Helmes, RH Stockbridge, C Zhu
Annals of Applied Probability 27 (3), 1831-1885, 2017
122017
A martingale approach to the slow server problem
RH Stockbridge
Journal of Applied Probability, 480-486, 1991
121991
Extension of Dale's moment conditions with application to the Wright–Fisher model
K Helmes, RH Stockbridge
Stochastic Models 19 (2), 255-267, 2003
112003
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming
K Helmes, RH Stockbridge
Mathematical Methods of Operations Research 53 (2), 309-331, 2001
112001
A measure approach for continuous inventory models: Discounted cost criterion
KL Helmes, RH Stockbridge, C Zhu
SIAM Journal on Control and Optimization 53 (4), 2100-2140, 2015
102015
The system can't perform the operation now. Try again later.
Articles 1–20