January 01, 2006 book Controlled Markov Processes and Viscosity Solutions Springer eBooks DOI: 10.1007/0-387-31071-1 OpenAlex Authors 0 Author list not loaded yet. Cited by 5 stored of 1,125 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Optimal investment strategies under the relative performance in jump-diffusion markets 2024 Decisions in Economics and Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 4 citations Deep Relaxation of Controlled Stochastic Gradient Descent via Singular Perturbations 2024 SIAM Journal on Control and Optimization article Computer Science Advanced Mathematical Modeling in Engineering Open access 4 citations Lagrangian relaxation for continuous‐time optimal control of coupled hydrothermal power systems including storage capacity and a cascade of hydropower systems with time delays 2024 Optimal Control Applications and Methods article Engineering Electric Power System Optimization Open access 4 citations Learning-based importance sampling via stochastic optimal control for stochastic reaction networks 2023 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access 4 citations Learning-Based Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks 2021 arXiv (Cornell University) preprint Mathematics Markov Chains and Monte Carlo Methods Open access 0 citations 5 results References 0