List of Published Works


List of published work

The Jindal School of Management is proud of the intellectual contributions of its faculty and its ongoing commitment to research. A list of all published works for the last six years are provided here.

To request a copy of a particular work, forward a request to the appropriate contact:
Click on the area name to see articles

Academic Area Contact
Accounting Kathleen Milam
Finance / Managerial Economics Beverly Young
Information Systems Aylin Calisir
Operations Management Anna Fox
Marketing Malissa Cloer
Organizations, Strategy and International Management Jennifer Budd



Alain Bensoussan

Base Stock List Price Policy in Continuous Time, Discrete and Continuous Dynamical Systems Series, 2017
with Sonny Skaaning

Real Options with Competition and Regime Switching, Mathematical Finance, 2017
with Sing Ru Hoe, Zhong Fenb Yan, George Yin

Optimality of (s,S) Policies with Nonlinear Processes, Discrete and Continuous - Dynamic Systems Series B, 2017
with Jingzhen Liu, Ka Fai Cedric Yiu

Base Stock List Price Policy in Continuous Time, Discrete and Continuous Dynamical Systems Series B, 2017
with Sonny Skaaining

Backward Stochastic Dynamics with a Subdifferential Operator and Non-local Parabolic Variational Inequalities, Stochastic Processes and their Applications, 2017
with Yiqun Li, Sheung Chi Phillip Yam

Non-Local Boundary Value Problems of a Stochastic variational Inequality Modeling An Elasto-Plastic Oscillator Excited by a Filtered Noise, SIAM Journal on Mathematical Analysis, 2016
with L. Mertz, S.C.P. Yam

The Optimal Mean Variance Problem with Inflation, Discrete and Continuous Dynamical Systems Series, 2016
with Jingzhen Liu, Ka Fai Cedric Yiu

Managing Inventory with Cash Register Information, Production and Operations Management POMS, 2016
with Metin Çakanyildirim, Meng Li, Suresh P. Sethi

Evaluating Long-Term Service Performance Under Short-Term Forecast Updates, International Journal of Production Research, 2016
with Qi Feng, Sirong Luo, Suresh P. Sethi

Unemployment Risks and Optimal Retirement in an Incomplete Market, Operations Research, 2016
with Bong-Gyu Jang, Seyoung Park

Optimal Cable Laying Across an Earthquake Fault Line Considering Elliptical Failures, IEEE Transactions in Reliability, 2016
with Cong Cao, Zengfu Wang, Moshe Zukerman, Jonathan H. Manton

Improvement in Artificial Neural Network-Based Estimation of Grid Connected Photovoltaic Power Output, Elsevier Renewable Energy, 2016
with Chao Huang, Michael Edesess, Kwok L. Tsui

Performance Analysis of a Grid-Connected Upgraded Metallurgical Grade Silicon Photovoltaic System, Energies, 2016
with Chao Huang, Michael Edesess, Kwok L. Tsui

On the Interpretation of the MAster Equation, Stochastic Processes and their Applications, 2016
with J. Frehse, S. C. P. Yam

Mean-Field-Game Model for Botnet Defense in Cyber-Security, Applied Mathematics & Optimization, 2016
with V. N. Kolokotsov

Entrepreneurial Decisions on Effort and Project with a Non-Concave Objective Function, Mathematics of Operations Research, 2015
with A. Cadenillas, H. K. Koo

On the Interpretation of the Master Equation, arXiv, 2015
with S.C.P. Yam

Integrating Equipment Investment Strategy with Maintenance Operations under Uncertain Failures, Annals of Operations Research, Springer , 2015
with Q. Feng, S.P. Sethi

Managing Nonperishable Inventories with Learning about Demand Arrival Rate Through Stock-out Times, Operations Research, 2015
with Pengfei Guo

Mean Field Games with a Dominating Player , Applied Mathematics and Optimization on-line, 2015
with M.H.M. Chau, S.C.P. Yam

Mean Field Stackelberg Games: Aggregation of Delayed Instructions, SIAM, J. Control Optimization, 2015
with M.H. M Chau, S.C.P. Yam

Control Problem on Space of Random Variables and Master Equation, arXiv, 2015
with S.C.P. Yam

Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games, arXiv, 2015
with P. Jameson Graber

Cox-Ingersoll-Ross Model for Wind Speed Modeling and Forecasting, John Wiley & Sons, Wind Energy, 2015
with Alexandre Brouste

Managing Inventory with Cash Register Information: Sales Recorded But Not Demands, Production and Operations Management, 2015
with Metin Çakanyildirim, Meng Li, Suresh P. Sethi

The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games, SIAM Control & Optimizations, Springer, 2015
with Shaokuan Chen, S.P. Sethi

Well-Posedness of Mean-Field Type Forward-Backward Stochastic Differential Equations, Stochastic Processes and Their Applications , 2015
with S.C.P Yam, Z. Zhang

Linear-Quadratic Mean Field Games, Journal of Optimization Theory and Applications, 2015
with K.C.J. Sung, S.C.P. Yam, S. P. Yung

Mean-Field Game Model for Botnet Defense in Cyber-Security, arXiv, 2015
with V.N. Kolokoltsov

Optimal Control of Hidden Markov Models w/ Binary Observations, IEEE Transactions on Automatic Control V, 2014
with Arash Komaee

A GLM Approach to Seasonal Aspects of Wind Speed Modeling, Journal of Applied Statistics , 2014
with Pierre Bertrand, Alexandre Brouste

Optimal Decision Making in Multi-Product Dual Sourcing Procurement w/ Demand Forecast Updating, Computers & Operations Research, 2014
with Hua-Ming Song, Hui Yang, Ding Zhang

A Trust-Score-Based Access Control in Assured Information Sharing Systems: An Application of Financial Credit Risk Score Models, Risk and Decision Analysis, 2014
with Celine Hoe, Murat. Kantarcioglu

Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games, Models and Methods in Economics and Management Sciences, 2014
with Shaokuan Chen, Suresh P. Sethi

Mean-Variance Pre-Commitment Policies revised via a Mean-Field Technique, 2012 Recent Advances in Financial Engineering , 2014
with K.C. Wong, S.C.P. Yam

A Class of Nonzero-Sum Stochastic Differential Investment and Reinsurance Games, Automatica, 2014
with Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang

Stochastic Differential Games with a Varying Number of Players, Communications on Pure & Applied Analysis, 2014
with Jens Frehse, Christine Grün

An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise, Applied Mathematics Research, 2014
with Laurent Mertz, Sheung Chi, Phillip Yam

The Master Equation In Mean Field Theory, Journal de Mathématiques Pures et Appliquées, 2014
with J. Frehse, S. C. P. Yam

Degenerate Dirichlet Problems Related to the Ergodic Property of the Elasto-Plastic Oscillator Excited by a Filtered White Noise, Journal de Mathématiques Pures et Appliquées, 2014
with J. Frehse, S.C.P Yan

Real Options with Competition and Regime Switching, Mathematical Finance, 2014
with SingRu Hoe, ZhongFeng Yan, G. Yin

Estimation Theory for Generalized, Linear Models, Future Perspectives in Risk Models and Finance, 2014
with Pierre Bertrand, Alexandre Brouste

Real Options with Competition and Incomplete Markets, Inspired by Finance, 2014
with Sing Ru (Celine) Ho

Control and Nash Games with Mean Field Effect, Partial Differential Equations: Theory, Control and Approximation, 2014
with Jens Frehse

Estimation Theory for Generalized, Linear Models, Future Perspectives in Risk Models and Finance, 2014
with Pierre Bertrand, Alexandre Brouste

Linear Quadratic Differential Games with Mixed Leadership: The Open-Loop Solution, Numerical Algebra Control and Optimization, 2013
with Shaokuan Chen, Suresh P. Sethi

Optimal Inventory Control with Shrinkage and Observed Sales - In Memory of Michael Taksar, Stochastics: An International Journal of Probability and Stochastic Processes, 2013
with M. Çakanyldirim, M. Li, S.P. Sethi

Control and Nash Games with Mean Field Effect, Chinese Annals of Mathematics, 2013
with Jens Frehse

Optimizing Production and Inventory Decisions in a Supply Chain with Lot Size, Production Rate and Lead Time Interactions, Applied Mathematics and Computation, 2013
with Hua-Ming Song, Hui Yang

Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting, SIAM J. Finance Math, 2013
with K.C. Wong, S.C.P. Yam, S.P Yung

Linear-Quadratic Time-Inconsistent Mean Field Games, Dynamic Games and Applications, 2013
with K.C.J. Sung, S.C.P. Yam

Nash and Stackelberg Differential Games, Chinese Annals of Mathematics, Series B, 2012
with J. Frehse, J. Vogelgesang

Existence and Compactness for Weak Solutions to Bellman Systems with Critical Growth, AIMS Journals (DCDS-B), 2012
with M. Bulíček, J. Frehse

Long Cycle Behavior of the Plastic Deformation of an Elasto-Perfectly-Plastic Oscillator with Noise, Comptes Rendus de l’Académie des Sciences Mathematique, 2012
with L. Mertz, S.C.P Yam

Threshold-Type Policies for Real Options Using Regime-Switching Models, SIAM Financial Math, 2012
with Z. Yan, G. Yin

Obtaining the Critical Excitation for Elasto-Plastic Oscillators by Solving an Optimal Control Problem, Communications in Applied Analysis - In Memoriam of Drumi Bainov, 2012
with K. Chandrasekharan, J. Turi

Asymptotic Analysis of Stochastic Variational Inequalities Modeling an Elastic-Plastic Problem with Vanishing Jumps, Asymptotic Analysis, 2012
with H. Jasso-Fuentes, S. Menozzi, L. Mertz

Impulse Control with Random Reaction Periods: A Central Bank Intervention Problem, Operations Research Letters, 2012
with H. Long, S. Perera, S.P. Sethi

Forecasting the Energy Produced by a Windmill on a Yearly Basis, Stochastic Environmental Research and Risk Assessment (SERRA), 2012
with P. Bertrand, A. Brouste

Computation of Approximate Optimal Policies in Partially Observed Inventory Model with Rain Checks, Automatica, 2011
with M. Çakanyildirim, J.A. Minjarez-Sosa, S.P. Sethi, R.X. Shi

When Hackers Talk: Managing Information Security under Variable Attack Rates and Information Dissemination, Information Systems Research, 2011
with R. Mookerjee, V. Mookerjee, W.T.Yue

Average Cost Optimality in Inventory Models with Dynamic Information Delays, IEEE Transactions on Automatic Control, 2011
with M. Çakanyildirim, S.P. Sethi, M. Wang, H. Zhang

Singular Control and Impulse Control: A Common Approach, Journal of Discrete and Continuous Dynamical System, 2010
with J. LIU and J. YUAN

Differential Games with Mixed Leadership: The Open-Loop Solution, Applied Mathematics and Computation, 2010
with T. BASAR and S.P. SETHI

On a Class of Partial Differential Equations with Nonlocal Boundary Conditions, Applied and Numerical Partial Differential Equations: Simulation, Optimization, and Control in MultiApplications, 2010
with J. TURI

Systems of Bellman Equations to Stochastic Differential Games with Non-Compact Coupling, Discrete and Continuous Dynamical Systems- Series A, 2010
with J. FREHSE and J. VOGELGESANG

Uncertainties and Risks in Water Resources Management, The Economics of Sustainable Development, 2010
with N. FARHI

An Incomplete Information Inventory Model with Presence of Inventories or Backorders as Only Observations, Journal of Optimization Theory and Applications, 2010
with M. ÇAKANYILDIRIM, J.A. MINJAREZ-SOSA, S.P. SETHI and R. X. SHI

Real Options Games in Complete and Incomplete markets with Several Decision makers, SIAM J. of Financial Mathematics, 2010
with S. HOE and DAVID DILTZ

Inventory Control with an Order-Time Constraint: Optimality and Uniqueness, Annals of Operations Research, 2010
with M. ÇAKANYILDIRIM & L. MOUSSAWI

Optimal Control of Variational Inequalities, Communications in Information and Systems, 2010
with J. TURI and K. CHANDRASEKARAN

A Game-Theoretical Approach for Finding Optimal Strategies in a Botnet Defense Model, Decision and Game Theory for Security First International Conference, GameSec 2010, Berlin, Germany, November 22-23, 2010, 2010
with S. HOE and M. KANTARCIOGLU

Achieving a Long-Term Service Target with Periodic Signals: A Newsvendor Framework, Manufacturing & Service Operations Management (MSOM), 2010
with Q. FENG and S.P. SETHI

When Do Firms Invest in Privacy-Preserving Technologies?, Decision and Game Theory for Security First International Conference, GameSec 2010, Berlin, Germany, November 22-23, 2010, 2010
with S. HOE and M. KANTARCIOGLU

On Diagonal Elliptic and parabolic Systems with Super-Quadratic Hamiltonians, Communications on Pure and Applied Analysis, 2009
with J. FREHSE

Maintaining Diagnostic Knowledge-based Systems: A Control Theoretic Approach, Management Science, 2009
with R. MOOKERJEE, V. MOOKERJEE & W.T. YUE

Optimality of an s, S Policy with Compound Poisson and Diffusion Demands: a Q.V.I. approach, SIAM Journal of Control and Optimization, 2009
with L. BENKHEROUF

Diagonal Elliptic Bellman Systems to Stochastic Differential Games with Discount Control and Non-compact Coupling, Rendiconti di Matematica, 2009
with J. FREHSE

A Note on “The Censored Newsvendor and the Optimal Acquisition of Information,”, Operations Research, 2009

A Note on “The Censored Newsvendor and the Optimal Acquisition of Information,”, Articles in Advance, 2009
with M. ÇAKANYILDIRIM & S.P. SETHI

Censored Newsvendor Model Revisited with Un-normalized Probabilities, J. of Industrial and Management Optimization, 2009
with M. ÇAKANYILDIRIM & S.P. SETHI

Optimal Consumption and Portfolio Decisions with Partially Observable Real Prices, Mathematical Finance, 2009
with J. KEPPO & S.P. SETHI

Optimal Cash Management under Uncertainty, Operations Research Letters, 2009
with A. CHUTANI & S.P. SETHI

Optimal Ordering Policies for Stochastic Inventory Problems with Observed Information Delays, Production and Operations Management, 2009
with M. ÇAKANYILDIRIM, Q. FENG & S.P. SETHI

An Ultra Weak Finite Element Method as a Monte Carlo Method for an Elasto-plastic Problem with Noise, SIAM J. on Numerical Analysis, 2009
with L. MERTZ,O.PIRONNEAU and J. TURI

Bayesian and Adaptive Controls for a Newsvendor Facing Exponential Demand, Journal on Decision and Risk Analysis, 2009
with M. ÇAKANYILDIRIM, A. ROYAL & S.P. SETHI

The Genuine Saving Criteria and the Value of Population in an Economy with Endogenous Population Changes, MPRA (Munich Personal RePEc Archive), 2009
with K.ARROW, Q. FENG and S.P. SETHI

Inventory Problems with Partially Observed Demands and Lost Sales, Journal of Optimization Theory & Applications, 2008
with M. ÇAKANYILDIRIM, J.A. MINJAREZ-SOSA, A. ROYAL, and S.P. SETHI

 SysteBellman Equations for Stochastic Differential Games with Discount Control in honor of Professor Stampacchia, Bolletino dell UMI, 2008
with J. FREHSE

Partially Observed Inventory Systems: The Case of Rain Checks, SIAM Journal of Control and Optimization, 2008
with M. ÇAKANYILDIRIM, J.A. MINJAREZ-SOSA, S.P. SETHI & R. SHI

On the Discrete Time Capital Asset Pricing Model, Handbook of Mathematical Modelling and Numerical Methods in Finance, 2008

Impulse Control in Discrete Time, Georgian Mathematical Journal, 2008

Real Options, Handbook of Mathematical Modeling and Numerical Methods in Finance, 2008

Optimal Ordering Policies for Inventory Problems with Dynamic Information Delays, Production and Operations Management, 2007
with M. ÇAKANYILDIRIM & S.P. SETHI

A Multiperiod Newsvendor Problem with Partially Observed Demand, Mathematics of Operations Research, 2007
with M. ÇAKANYILDIRIM & S.P. SETHI

Economic Evaluation of Systems that Expedite Inventory Information, Production & Operations Management, 2007
with M. ÇAKANYILDIRIM & S.P. SETHI

Partially Observed Inventory Systems: The Case of Zero Balance Walk, SIAM Journal of Control and Optimization, 2007
with M. ÇAKANYILDIRIM & S.P. SETHI

Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, Applied Mathematics and Optimization, 2007
with J. TURI

The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited, Management Science, 2007
with S.P. SETHI

Optimality of Base Stock and (s,S) Policies for Inventory Problems with Information Delays, Journal of Optimization Theory and Applications, 2006
with M. ÇAKANYILDIRIM & S.P. SETHI

Stochastic Variational Inequalities for Elasto-plastic Oscillators, Comptes Rendus de l’Academie Sciences, 2006
with J. TURI

Stochastic Equations for Linear Random Functionals and Statistical Problems, Journal of Evolution Equations, 2006

Explicit Solutions of Linear Quadratic Differential Games, Stochastic Processes, Optimization, and Control Theory: Applications in Financial engineering, Queueing Networks, and Manufacturing Systems, 2006

Difference Equations on Weighted Graphs, dedicated to Claude Lemaréchal, Journal of Convex Analysis, 2005
with J.L. MENALDI

Penalty Approximation and Analytical Characterization of the Problem of Super-replication under Portfolio Constraints, Journal Asymptotic Analysis, 2005
with J.L. MENALDI & N. TOUZI

Reliability Index, Optimal Control and Dynamic Games, Advances in Computational Management Sciences, 2005

On the Optimal Control of Partially Observed Inventory Systems, Comptes Rendus De l’Academie des Sciences, 2005
with M. ÇAKANYILDIRIM & S.P. SETHI

Optimality of an ( s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach, SIAM Journal of Control and Optimization, 2005
with L. RUIHUA & S.P. SETHI

Homogenization of systems of Partial Differential Equations, Variational Analysis and Applications, 2004

Remarks on the Pricing of Contingent Claims under Constraints, IEEE Transactions on Automatic Control, 2004

Regularity Theory for Systems of Partial Differential Equations with Neumann Boundary Conditions, Chinese Annals of Mathematics, 2002
with J. FREHSE

Smooth Solutions of Systems of Quasi-linear Parabolic Equations, ESAIM: Control, Optimization and Calculus of Variations, 2002
with J. FREHSE

On Bellman systems without zero order term in the context of risk sensitive differential games dedicated to Professor Necas, Mathematica Bohemica, 2001
with J. FREHSE

Quelques remarques sur le prix des options avec prise en compte de contraintes, Décision Prospective Auto-organisation, 2000

Local Solutions for Stochastic Navier Stokes equations, Mathematical Modelling and Numerical Analysis (M2AN), 2000
with J. FREHSE

Stochastic hybrid Control, Special Bellman issue of the Journal of Mathematical Analysis and Applications, 2000
with J.L. MENALDI

On the pricing of contingent claims with frictions, Mathematical Finance, 2000
with H. JULIEN

Conditions for no breakdown and Bellman equations of risk-sensitive control, Applied Mathematics and Optimization, 2000
with H. NAGAI

Stochastic Games for N players, JOTA, 2000
with J. FREHSE

Stochastic games with risk sensitive pay offs for N-Players, Le Matematiche, 2000
with J. FREHSE

Option Pricing in a Market with frictions in Stochastic Analysis, Control, Optimization an Applications, Systems and Control Foundations and Applications, 1999
with H. JULIEN

Some results on Risk-sensitive control with full observation, J. Appl. Math. Optimization, 1998
with J. FREHSE & H. NAGAI

Dual regularity Methods in the Theory of Nonlinear Elliptic Systems in honor to Professor J.L. Lions, Equations aux dérivées partielles et Applications, 1998
with J. FREHSE

Hybrid Control and Dynamic Programming, Dynamics of Continuous discrete and impulsive systems, 1997
with J. L. MENALDI

Penalization methods applied to nonlinear elliptic unilateral problems in honor to Professor R. Glowinski, Computational Science for the 21st Century, 1997
with L. BOCCARDO

Stochastic Variational inequalities in Infinite Dimensional Spaces, Numerical Functional Analysis and Optimization, 1997
with A. RASCANU

Min-Max Characterization of a small noise limit on risk sensitive control, SIAM J. Control and Optimization, 1997
with H. NAGAI

Asymptotic behavior of the time dependent Norton-Hoff law, Elasticity theory and H1 regularity, 1996
with J. FREHSE

On the theory of Option Pricing (2nd Edition), Vasicek and Beyond: Approaches to building and Applying interest rate models, 1996

New trends in applied mathematics, Anal. Acad. Nac. Cs Ex.fix Nat, 1995

Stochastic Navier Stokes equations, Acta Applicandae Mathematicae, 1995

Attainable claims in a Markov market, J. Mathematical Finance, 1995
with R.J.ELLIOT

Stochastic volatility related to the leverage effect II: Valuation of European equity options and warrants, Applied Mathematical Finance, 1995
with M. CROUHY, D. GALAI

Finite dimensional quasilinear Risk sensitive control, Systems and Control Letters 25, 1995
with L. AGGOUN, R.J. ELLIOT, J.B. MOORE

Stochastic inertial manifold, Stochastics and Stochastics Reports, 1995
with F. FLANDOLI

Black Scholes approximation of warrant prices, Ad. Futures and Options Research, 1995
with M. CROUHY, D. GALAI

Stochastic equity volatility related to the leverage effect, Applied Mathematical Finance 1, 1994
with M. CROUHY & D. GALAI

Stochastic equity volatility and the capital structure of the firm, The Royal Society, Phil.Trans.R. Soc.Lond, 1994
with M. CROUHY & D. GALAI

Parabolic variational inequalities with random inputs, les grands systèmes des sciences et de la technologie, 1994
with A. RASCANU

Results on Stochastic Navier-Stokes Equations, Lect.Notes Pure and Appl. Math, 1994

New trends in applied mathematics, From Universal Morphisms to Megabytes: A Baayen Space Odyssey, 1994

Evolution de l’informatique et conséquences pour la recherche et le transfert, Hubert Curien, pour une politique internationale de la science, 1994

Finite dimensional exponential LQG control, American Automatic control conference, 1994
with L. AGGOUN, R.J. ELLIOT, J.B. MOORE

Inéquations variationnelles dans les espaces de Hilbert, Cepadues ed. Optimisation et contrôle, 1993

Ergodic Bellman systems for stochastic games, Differential equations, Dynamical systems and control sciences, Lecture Notes in Pure and Appl. Math, 1993
with J. FREHSE

Sciences de gestion, sciences de l’ingénieur et sciences de l’information, Revue Française de gestion, 1993

Approximation of some stochastic differential equations by the splitting up method, J. Applied Math. & Optimization, 1992
with R. GLOWINSKI, A. RASCANU

H-Convergence for quasilinear elliptic equations with quadratic growth, J. Applied Math. And Optimization, 1992
with L. BOCCARDO, F. MURAT

Some existence results for stochastic Partial Differential Equations, Stochastic Partial Differential Equations and Applications III, Pitman Research Notes in Mathematics, 1992

On a quasi linear elliptic PDE with non coercive principal part, Asymptotic Analysis (North Holland), 1992
with L. BOCCARDO

On Bellman equations of ergodic control in Rⁿ, Rutgers Workshop on Applied Stochastic Analysis, 1992
with J. FREHSE

Homogenization of a nonlinear partial differential equation with unbounded solution, Progress in partial differential equations: calculus of variations, applications, 1992
with L. BOCCARDO et F. MURAT

An introduction to the Hilbert Uniqueness Method, Analysis and Optimization of systems : state and frequency domain approaches for infinite dimensional systems, Lecture Notes in Information Sciences, 1992

Remarks on the theory of robust control, Intern. Series of Numerical Mathematics, 1992
with P. BERNHARD

Diffusion effective dans un flux périodique, C.R. Acd. Sc. Paris, Analyse Mathématique, 1992
with S. KOZLOV

An ergodic Control Problem arising from the principal eigenfunction of an elliptic operator, Journal of Mathematical Society of Japan, 1991
with H. NAGAI

Some remarks on the Exact Controllability of Maxwell’s Equations, Differential equations and control theory, 1991

Homogenization of a class of stochastic Partial Differential Equations, Progress in Nonlinear differential Equ. and their Applications, 1991

A model of stochastic differential equations in Hilbert spaces applicable to Navier Stockes equation in Dimension 2, Stochastic Anal. Academic Pres, 1991

A planning horizon algorithm for deterministic inventory management with piecewise linear concave costs, Naval Res. Logistics, 1991
with J.M. PROTH, M. QUEYRANNE

Cα regularity results for quasilinear parabolic systems, Comment. Math, 1990

Nonlinear semi-group arising in the control of diffusions with partial observations, Stochastics and Stochastics Reports, 1990
with M. NISIO

Lectures on Nonlinear Filtering Theory, Recent Advances in Stochastic Calculus, 1990

On the General Theory of Exact Controllability for Skew Symmetric Operators, Acta Mathematicae Applicandae, 1990

Approximation of Zakaï equation by the splitting up method, SIAM J. on Control & Optimization, 1990
with R. GLOWINSKI et A. RASCANU

On Bellman equations of ergodic control in Rⁿ, Rutgers Workshop on Applied Stochastic Analysis, 1990
with J. FREHSE

Sur les équations de Bellman du contrôle ergodique dans Rⁿ, C.R. Acad. Sc. Paris, 1990
with J. FREHSE

Homogenization for nonlinear elliptic equations with random highly oscillatory coefficients, Partial Differential Equations and the Calculus of Variations, 1989

Optimal sensor scheduling in nonlinear filtering of diffusion processes, SIAM J. on Control and Optimization, 1989
with J. S. BARAS

Approximation of some Stochastic Differential Equations by the Splitting up method, Preprints series in Mathematics of “A. Myller”, Mathematical Seminary, 1989
with R. GLOWINSKI and A. RASCANU

Controlled diffusion in a random medium, Stochastics, 1988
with G. BLANKENSHIP

On a nonlinear partial differential equation having natural growth terms and unbounded solution, Ann. Inst. Henri Poincaré, Analyse Non Linéaire, 1988
with L. BOCCARDO and F. MURAT

Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases, SIAM J. Appl. Math., 1988
with J-S. BARAS, M-R. JAMES

Equations Elliptiques non linéaires à coefficients aléatoires fortement oscillants, note aux C. R. Académie des Sciences de Paris, 1987
with G. BLANKENSHIP

An approximation method for stochastic control problems with partial observation of the state, Acta Mathematicae Applicandae 10, 1987
with W. RUNGGALDIER

On a General Class of Stochastic Partial Differential Equations, Journal of Hydrology & Hydraulics, 1987

On observers Problems for Systems governed by partial differential equations, Stochastic Equations, 1987
with J. BARAS

Equations paraboliques intervenant en contrôle optimal ergodique, Math. Aplic. Comp, Brésil, 1987

Homogenization of nonlinear elliptic systems with zero order term coupling, Ricerche di Mathematica, 1987

On Bellman equations of ergodic type with quadratic growth Hamiltonian, Contributions to Modern Calculus of Variations, 1987
with J. FREHSE

Some remarks on Ergodic Control Problems, 2e Colloque Franco-Espagnol sur les EDP non Linéaires "Contributions to nonlinear partial differential equations”, 1987

Nonlinear Filtering with homogenization, Stochastics, 1986
with G. L. BLANKENSHIP

Singular Perturbations in Optimal control problems, APII - Commande des Systèmes complexes technologiques, 1986
with S. G. PENG

Homogenization of Elliptic Equations with Principal Part not in Divergence Form and Hamiltonian with Quadratic Growth, Communications on Pure and Applied Mathematics, 1986
with L. BOCCARDO, F. MURAT

On Bellman Equations in Duality, JMAA, 1986

Singular Perturbations for Deterministic Control Problems, Springer Verlag, Lecture Notes in Control and Information Sciences, 1986

Singular Perturbation Problems arising in Stochastic Control, Springer Verlag, Lectures Notes in Control and information Sciences, 1986
with G. BLANKENSHIP

Stochastic Control, - Rheinish, Westfalische Akademie der Wissenschaften, 1985

Stochastic Control, - Rheinish , Zeitsrchift fϋr Betriebswirtschaft Verlag, 1985

Optimal Control of Partially Observable stochastic systems with an exponential-of-integral Performance Index, SIAM J. Control Optimization, 1985
with J. VAN SCHUPPEN

Semi-Group Methods in Stochastic Control, Mathematical Control Theory, 1985

Value Concept for Risky Venture, Optimal Control Theory and Economic Analysis 2, 1985

Economical ordering quantities for the two product problem with joint production costs, APII Systèmes de production, 1985
with J. M. PROTH

On the Theory of Option Pricing, J. Acta Applicandae Mathematicae, 1984

Stochastic Analysis and applications, Stochastics, 1984
with J.L. MENALDI.

On some singular perturbation problems arising in Stochastic Control, J. Stochastic Analysis and Applications, 1984

Commande optimale de systèmes stochastiques, RAIRO Automatique, Systems Analysis and Control, 1984
with THEOSYS Team

Singular Perturbations for Deterministic Control problems, Preprints IFAC 84, 9thWorld Congress, 1984

Singular Perturbations in Stochastic Control, Preprints IFAC 84, 9th World Congress, 1984

Production planning in a deterministic environment: concave and convex costs: planning horizon, Advances in Production Management Systems, 1984

Stochastic Production Planning with Production Constraints, SIAM J. on Control and Optimization, 1984
with S. P. SETHI, R. VICKSON et N. DERZKO

Inventory Planning in a deterministic environment: continuous time model with concave costs, J.O.R., 1984
with J. M. PROTH

Inventory planning in a deterministic Environment: concave costs set up, Large Scale Systems 6, 1984
with J. M. PROTH

Ergodic Control problem for one dimensional diffusions with near monotone cost, Systems and Control Letters 5, 1984
with V. BORKAR

Nonlinear Elliptic Systems in Stochastic Game Theory, Journal fϋr die Reine und Angewandte Mathematik 8, 1984
with J. FRESHE

Un résultat de perturbations singulières pour systèmes distribués instables, Note C.R.A.C Sc. Paris, 1983

Stochastic Maximum Principle for Distributed Parameter Systems, Journal of the Franklin Institute, Special Issue: Distributed Parameter Systems, 1983

Regular perturbations in optimal control, Singular Perturbations in Systems and Control, 1983

Maximum Principle and Dynamic Programming Approaches of the Optimal Control of Partially observed diffusion, Stochastics, 1983

On the Stochastic Maximum Principle for Infinite Dimensional Equations and Application to the Control of Zakaï equation, Colloque ENST-CNET, 1983

A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi-variational inequality, Journal fùr die Reine und Angewandte Mathematik , 1982
with J. FREHSE & U. MOSCO

Impulsive Control in Management: Prospects and Applications, J.O.T.A., 1982
with C. S. TAPIERO

On the convergence of the discrete time dynamic programming equation for general semi-groups, SIAM Journal on Control and Optimization, 1982
with M. ROBIN

Optimal stochastic control of diffusion processes with jumps stopped at the exit of a domain, Stochastic Differential Equations, 1982

Stochastic Control in discrete time and applications to the theory of production, Congress on Numerical Techniques in Systems Engineering, Mathematical programming, Algorithms and Theory in Filtering and Control, 1982

A partial differential equation arising in the separation principle of stochastic control, Mathematical Techniques of Optimization, Control and Decision, 1982
with J. P. Aubin. A. Bensoussan, I. Ekeland (Eds.)

Lectures on Stochastic Control, CIME, Nonlinear Filtering and Stochastic Control, 1982
with S. K. MITTER & A. MORO (Eds.)

Inequations quasi-variationnelles with données non bornées et interprétation probabiliste, Note C.R.A.S. Paris, 1981

Gestion de stocks avec coûts concaves, Série Jaune, RAIRO, 1981
with J. M. PROTH

Jeux différentiels stochastiques et systèmes d’équations aux dérivées partielles non linéaires, Note C.R.A.S. Paris, 1981
with J. FREHSE

A remark on an Equation of Dynamic Programming, IEEE Transactions on Automatic Control, 1981
with J.L. LIONS

Singular perturbation results for a Class of Stochastic Control Problems, IEEE Transactions on Automatic Control, 1981

Growth of Firms: A stochastic Control Theory approach, Unternehmung, Springer Verlag, K., 1981
with J. LESOURNE

Filtering of distributed parameter systems with point wise disturbances, Journal of Applied Mathematics and Optimization, 1981
with J.L. LIONS

Optimal Control of Random Evolutions, Stochastics, 1981
with P. L. LIONS

Optimal Growth of a Firm Facing a Risk of Bankruptcy, INFOR, 1981
with J. LESOURNE

Singular Perturbations in Optimal Control, Méthodes Asymptotiques et Topologiques dans les Problèmes Différentiels Non Linéaires, 1981

Systems of Partial differential equations and stochastic control, 5e SAFA, 1981

Sur le contrôle des grands systèmes, présenté à Arles, Journées de l’ADI, 1980

Multi-level control systems for inventory management, Applications of Information and Control Systems, 1980
with M. CROUHY

Filtering Theory for Stochastic Processes with two dimensional time parameter, Math. And Comp. in Simulation XXII, 1980
with P. L. CHOW & J.L. LIONS

Optimal growth of a self-financing firm in an uncertain environment, Applied Stochastic Control in Econometrics and Management Science, 1980
with J. LESOURNE

Boundary layers and Homogenization of transport processes, RIMS, 1979
with J.L. LIONS and G. PAPANICOLAOU

Optimization in Hilbert Spaces, Singapore Lectures, 1979

Some remarks on the representation of non autonomous dynamic systems in infinite dimensions, 4th International Symposium on the Mathematical Theory of Networks and Systems, 1979
with J. P. AUBIN

Impulsive control in Management Science: Prospect and Survey, 24e Congrès du TIMS, 1979
with C. S. TAPIERO

La théorie du contrôle et ses applications, Revue "Sciences de Gestion", 1979

Homogenization theory, in "A Survey of Theoretical and Numerical Trends in Non Linear Analysis,I”, Conferenze del Seminario di Matematica della Universita di Bari, 1979

Quelques remarques sur la représentation des systèmes dynamiques non autonomes en dimension infinie, Cahier "Mathématiques de la Décision”, 1979
with J. P. AUBIN

On the Hamilton-Jacobi approach for the optimal control of diffusion processes with jumps, Stochastic Analysis, 1978
with M. PINSKY & A. FRIEDMAN (Eds)

Problémes de temps d’arrêt optimal pour les systèmes distribués stochastiques, Annali della scuola Normale Superiore, Pisa, Classe di Scienze, 1978
with J.L. LIONS

Inéquations quasi-variationnelles dépendant d’un paramètre, Annali della Scuola Normale Superiore, Pisa, Classe di Scienze, 1978
with J.L. LIONS

On the Asymptotic behavior of the solution of variational inequalities, Theory of Non Linear Operators, Akadmice Velay, 1978
with J.L. LIONS

Remarques sur le comportement asymptotique de systèmes d’évolution, Functional Analysis and Numerical Analysis, Séminaire franco japonais, 1978

Leader’s dynamic marketing behavior in Oligopoly, TIMS Studies in the Management Sciences 9 (1978), 1978
with A. BULTEZ and P. NAERT

On the support of the solution of a system of quasi-variational inequalities, Journal of Mathematical Analysis and Applications, 1978
with A. FRIEDMAN

Sur la convergence d’opérateurs différentiels avec potentiel fortement oscillant, Note C.R.A.S. Paris, 1977
with J.L. LIONS et G. PAPANICOLAOU

Homogenization of operators not in divergence form, International Journal of Applied Analysis, 1977
with J.L. LIONS and G. PAPANICOLAOU

Estimates of the free boundary for quasi-variational inequalities, Comm. in Partial Differential Equations, 1977
with H. BREZIS and A. FRIEDMAN

Nonzero sum stochastic differential games with stopping time and free boundary problems, Transactions of the American Mathematical Society, 1977
with A. FRIEDMAN

Asymptotics for branching transport processes, Congrés International IRIA, Dec. 1977, "Computing Methods in Applied Science Engineering", Lecture Notes in Mathematics, 1977
with J.L. LIONS and G. PAPANICOLAOU

Variational inequalities and optimal stopping time problems, Calculus of Variations and Control Theory, 1976

Sur de nouveaux problèmes asymptotiques, Note C.R.A.S. Paris, 1976
with J.L. LIONS et G. PAPANICOLAOU

Homogénéisation et perturbations singulières, Séminaire de Math. de l’Académie des Sciences de Novosibirsk, 1976
with J.L. LIONS

On the support of the solution of some variational inequalities of evolution, Journal of Mathematical Society of Japan, 1976
with J.L. LIONS

Homogénéisation, correcteurs et problémes non linéaires, Note C.R.A.S. Paris, 1976
with J.L. LIONS et G.PAPANICOLAOU

Optimum inventory control with deterministic and stochastic deterioration. An application of distributed parameter control problems, IEEE Transactions on Automatic Control, 1975
with G. NISSEN and C. S. TAPIERO

Optimal control of stochastic linear distributed parameter systems, SIAM J. of Control, 1975
with M. VIOT

Nouvelles méthodes en contrôle impulsionnel, J. of Applied Math.and Optimization, 1975
with J.L. LIONS

Problèmes de temps d’arrêt optimaux et perturbations singulières dans les inéquations variationnelles, Colloque IRIA, Lecture Notes in Economics and Mathematical System, 1975

Sur le contrôle impulsionnel et les inéquations quasi-variationnelles d’évolution, Note C.R.A.S., 1975
with J.L. LIONS

Sur quelques phénomènes asymptotiques stationnaires, Note C.R.A.S. Paris, 1975
with J.L. LIONS et G. PAPANICOLAOU

Sur quelques phénomènes d’évolution, Note C.R.A.S., 1975
with J.L. LIONS et G. PAPANICOLAOU

Control of stochastic Partial Differential Equations, Identification, Estimation and Control of Distributed Parameter System, 1975
with W. H. RAY and D. G. LAINIOTIS

Sur les temps d’arrêt optimaux et les inéquations variationnelles d’évolution, Note C.R.A.S. Paris, 1975
with J.L. LIONS

Sur les méthodes de décomposition, de décentralisation et de coordination et applications, dans Méthodes de Décomposition, 1975
with J.L. LIONS et R. TEMAM

Points de Nash dans le cas de fonctionnelles quadratiques et jeux différentiels linéaires à N personnes, SIAM J. of Control, 1974

Utilisation du filtre de Kalman pour la prédiction des séries économiques, Economie Appliquée, 1974

Contrôle impulsionnel et contrôle continu. Méthode des inéquations quasi variationnelles non linéaires, C.R.A.S. Paris, 1974
with J.L. LIONS

Contrôle impulsionnel et systèmes d’inéquations quasi variationnelles, C.R.A.S. Paris, 1974
with J.L. LIONS

Sur de nouveaux problèmes aux limites pour des opérateurs hyperboliques, C.R.A.S. Paris, 1974
with J.L. LIONS

Differential games with stopping times and non linear variational inequalities, J. of Functional Analysis, 1974
with A. FRIEDMAN

Contrôle impulsionnel et inéquations quasi variationnelles, Conférence au Congrés UMI Vancouver, 1974

Introduction to the theory of impulse control, Trieste 1974, IREA SMR 17/39, 1974

Sur quelques questions liées au contrôle optimal, Article dédié au Professeur PETROWSKI, 1974
with J.L. LIONS

Sur des nouveaux problémes aux limites pour des opérateurs hyperboliques, C.R.A.S. Paris, 1974

Problèmes de temps d’arrêt optimal et inéquations variationnelles paraboliques, Applicable Analysis, 1973
with J.L.LIONS

Equations Stochastiques du type Navier-Stokes, J. of Functional Anal, 1973
with R. TEMAM

Méthodes de décomposition appliquées au contrôle optimal de systèmes distribués, Springer Verlag, Lecture Notes on Computer Science, 1973

Nouvelle formulation de problèmes de contrôle impulsionnel et applications, C.R.A.S., 1973
with J.L. LIONS

Contrôle impulsionnel et inéquations quasi variationnelles stationnaires, C.R.A.S. Paris, 1973
with M. GOURSAT & J.L. LIONS

Contrôle impulsionnel et inéquations quasi variationnelles d’évolution, C.R.A.S. Paris, 1973
with J.L. LIONS

Inéquations variationnelles non linéaires du premier et du second ordre, C.R.A.S. Paris, 1973
with J.L. LIONS

Généralisation du théorème de Girsanov, Mathematicae Notae, 1973

Approximation numérique d’inéquations quasi variationnelles stationnaires, Colloque IRIA Déc. 1973 17-21/12/73, Lecture Notes in Computer Sciences, 1973
with J.L. LIONS

Optimal filtering for linear stochastic hereditary differential systems, IEEE Conference on Decision and Control, 1972
with M. C. DELFOUR & S. K. MITTER

Optimization of sensors location in a distributed filtering problem, Stability of Stochastic Dynamical Systems, 1972

Equations aux dérivées partielles stochastiques non linéaires, Israël Journal of Mathematics, 1972
with R. TEMAM

Price decentralization in the case of interrelated payoffs, Techniques of Optimization, 1972

Saddle points of convex functionals with applications to linear quadratic differential games, Differential Games and Related Topics, 1971

 Filtering theory: a comparison between lumped and distributed systems, Memoria de la Conferencia Internacional sobre sistemas, Redes y Computadoras, 1971

Statistical estimation in Hilbert spaces: Application to Bucy’s Representation theorem, Information Theory, Statistical Decision Functions, Random Processes, Transactions of the Sixth Prague Conference, 1971

Points de Nash en boucle fermée pour les systèmes paraboliques linéaires avec critère quadratique, Note C.R.A.S, 1971

Approximation des problèmes de contrôle optimal, Cahiers de l’IRIA, 1970
with A. BOSSAVIT & J. C. NEDELEC

Statistical problems in Hilbert spaces, application to filtering theory in, Kybernetica, 1970

On the best linear feedback for systems governed by differential operational equations, Symposium on Optimization, 1970
with 53-57

Optimization, Encyclopédie des Sciences et des techniques, 1970

Equations intégrales opérationnelles stochastiques, C.R.A.S., 1969

Sur les propriétés de la solution d’une équation intégrale opérationnelle stochastique, C.R.A.S, 1969

Identification de Systèmes Gouvernés par des Equations aux Dérivées Partielles, Computing Methods in Optimisation Problems, Academic Press, N. Y. 1969, 1969

 Contrôle Optimal Stochastique de Systèmes Gouvernés par des Equations aux Dérivées Partielles de Type Parabolique, Rendi Conti di Mathematica, 1969

Identification et Filtrage, Cahiers de l’IRIA, 1969

Sur l’Identification des Systèmes Aléatoires, C.R.A.S. , 1968

Sur l’Analogie entre les Méthodes de Régularisation et de Pénalisation, RI.R.O., 1968
with P. KENNETH

Une méthode d’Identification de Valeur Initiale, C.R.A.S., 1967