Richard H. Stockbridge

17 papers C 2Journal 12Unranked 3
YearRankTypeTitle / Venue / Authors
2025 J jnl
Finite element approximations for stochastic control problems with unbounded state space.
J. Appl. Probab.
Martin G. Vieten, Richard H. Stockbridge
2025 C conf
Optimal Control for Jump Diffusion Inventory Systems: Long-term Average Cost Criterion.
CoDIT
Kurt L. Helmes, Richard H. Stockbridge, Chao Zhu
2024 J jnl
On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes.
SIAM J. Control. Optim.
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
2020 J jnl
On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems.
SIAM J. Control. Optim.
Martin G. Vieten, Richard H. Stockbridge
2018 J jnl
Convergence of Finite Element Methods for Singular Stochastic Control.
SIAM J. Control. Optim.
Martin G. Vieten, Richard H. Stockbridge
2018 C conf
Linear Programming Techniques and Numerics in Stochastic Optimal Harvesting.
ACC
Martin G. Vieten, Richard H. Stockbridge
2015 J jnl
A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion.
SIAM J. Control. Optim.
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
2013 — conf
Impulse Control of Standard Brownian Motion: Discounted Criterion.
System Modelling and Optimization
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
2013 — conf
Impulse Control of Standard Brownian Motion: Long-Term Average Criterion.
System Modelling and Optimization
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
2011 — conf
Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model.
System Modelling and Optimization
Richard H. Stockbridge, Chao Zhu
2011 J jnl
On Optimal Harvesting Problems in Random Environments.
SIAM J. Control. Optim.
Qingshuo Song, Richard H. Stockbridge, Chao Zhu
2011 J jnl
On Optimal Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model
CoRR
Richard H. Stockbridge, Chao Zhu
2007 J jnl
Numerical solution of a long-term average control problem for singular stochastic processes.
Math. Methods Oper. Res.
Piotr Kaczmarek, Stuart T. Kent, George A. Rus, Richard H. Stockbridge, Bruce A. Wade
2006 J jnl
The Pedestrian Principle for differential Games.
IGTR
Richard H. Stockbridge, Ziyu Zheng
2002 J jnl
Linear Programming Formulation for Optimal Stopping Problems.
SIAM J. Control. Optim.
Moon Jung Cho, Richard H. Stockbridge
2001 J jnl
Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming.
Oper. Res.
Kurt Helmes, Stefan Röhl, Richard H. Stockbridge
2001 J jnl
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming.
Math. Methods Oper. Res.
Kurt Helmes, Richard H. Stockbridge