| 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 | 151 | 1998 |
| 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 | 73 | 2001 |
| Time-average control of martingale problems: A linear programming formulation RH Stockbridge Annals of Probability 18 (1), 206-217, 1990 | 71 | 1990 |
| Time-average control of martingale problems: Existence of a stationary solution RH Stockbridge The Annals of Probability, 190-205, 1990 | 66 | 1990 |
| Stationary solutions and forward equations for controlled and singular martingale problems T Kurtz, R Stockbridge Electronic Journal of Probability 6, 2001 | 49 | 2001 |
| On optimal harvesting problems in random environments Q Song, RH Stockbridge, C Zhu SIAM journal on control and optimization 49 (2), 859-889, 2011 | 43 | 2011 |
| Linear programming formulation for optimal stopping problems MJ Cho, RH Stockbridge SIAM Journal on Control and Optimization 40 (6), 1965-1982, 2002 | 38 | 2002 |
| 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 | 32 | 2000 |
| Optimal control of the running max AC Heinricher, RH Stockbridge SIAM journal on control and optimization 29 (4), 936-953, 1991 | 30 | 1991 |
| 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 | 27 | 1998 |
| 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 | 21 | 2010 |
| Portfolio optimization in markets having stochastic rates RH Stockbridge Stochastic Theory and Control, 447-458, 2002 | 20 | 2002 |
| 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 | 18 | 2007 |
| 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 | 17 | 2012 |
| Martingale problems and linear programs for singular control TG Kurtz, RH Stockbridge PROCEEDINGS OF THE ANNUAL ALLERTON CONFERENCE ON COMMUNICATION CONTROL AND …, 1999 | 13 | 1999 |
| 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 | 12 | 2017 |
| A martingale approach to the slow server problem RH Stockbridge Journal of Applied Probability, 480-486, 1991 | 12 | 1991 |
| Extension of Dale's moment conditions with application to the Wright–Fisher model K Helmes, RH Stockbridge Stochastic Models 19 (2), 255-267, 2003 | 11 | 2003 |
| 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 | 11 | 2001 |
| 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 | 10 | 2015 |
