Richard H. Stockbridge

Publication Activity (10 Years)

Years Active: 2001-2024
Publications (10 Years): 5

Top Topics

Infinite Horizon

Stochastic Control

Brownian Motion

Top Venues

SIAM J. Control. Optim.

Publications

Kurt Helmes, Richard H. Stockbridge, Chao Zhu
On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes. SIAM J. Control. Optim. 62 (1) (2024)
Martin G. Vieten, Richard H. Stockbridge
On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems. SIAM J. Control. Optim. 58 (6) (2020)
Martin G. Vieten, Richard H. Stockbridge
Linear Programming Techniques and Numerics in Stochastic Optimal Harvesting. ACC (2018)
Martin G. Vieten, Richard H. Stockbridge
Convergence of Finite Element Methods for Singular Stochastic Control. SIAM J. Control. Optim. 56 (6) (2018)
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion. SIAM J. Control. Optim. 53 (4) (2015)
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
Impulse Control of Standard Brownian Motion: Long-Term Average Criterion. System Modelling and Optimization (2013)
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
Impulse Control of Standard Brownian Motion: Discounted Criterion. System Modelling and Optimization (2013)
Qingshuo Song, Richard H. Stockbridge, Chao Zhu
On Optimal Harvesting Problems in Random Environments. SIAM J. Control. Optim. 49 (2) (2011)
Richard H. Stockbridge, Chao Zhu
On Optimal Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model CoRR (2011)
Richard H. Stockbridge, Chao Zhu
Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model. System Modelling and Optimization (2011)
Piotr Kaczmarek, Stuart T. Kent, George A. Rus, Richard H. Stockbridge, Bruce A. Wade
Numerical solution of a long-term average control problem for singular stochastic processes. Math. Methods Oper. Res. 66 (3) (2007)
Richard H. Stockbridge, Ziyu Zheng
The Pedestrian Principle for differential Games. IGTR 8 (4) (2006)
Moon Jung Cho, Richard H. Stockbridge
Linear Programming Formulation for Optimal Stopping Problems. SIAM J. Control. Optim. 40 (6) (2002)
Kurt Helmes, Richard H. Stockbridge
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming. Math. Methods Oper. Res. 53 (2) (2001)
Kurt Helmes, Stefan Röhl, Richard H. Stockbridge
Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming. Oper. Res. 49 (4) (2001)