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 Lily Banh
Information Systems Aylin Calisir
Operations Management Amanda Besch
Marketing Malissa Cloer
Organizations, Strategy and International Management Courtney Lozano





* The co-authors are not listed in the same priority sequence as they are listed in the journals.

Alain Bensoussan

Identification of Linear Dynamical Systems and Machine Learning, Journal of Convex Analysis, 2021
Co-Authors: F. Gelir, V.Ramakrishna, M-B Tran

Optimal Periodic Replenishment Policies for Spectrally Positive Levy Demand Processes, SIAM Control, 2021
Co-Authors: J.L. Perez, K. Yamazaki, A. Bensoussan

A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection, Operations Research, 2020
Co-Authors: S. Hoe, J. Kim, Z. Yan

Capital Accumulation with Constraint: A Mean Field Type Control Framework, Markov Processes and Related Fields, 2020
Co-Authors: S. Hoe, Z. Yan

Machine Learning, Control Theory and Iterative Scheme for the HJB Equation, Handbook of Numerical Analysis, 2020
Co-Authors: Y. Li, D.P.C. Nguyen, M.B. Tran, S.C.P. Yam, X. Zhou

Managing Information System Security under Continuous and Abrupt Deterioration, POMS - Production and Operations Management, 2020
Co-Authors: Vijay Mookerjee, Wei T. Yue

Mean Field Verification Theorem, Communications and Information Systems, 2020
Co-Authors: S. Hoe, J. Kim Z. Yan

A Mean Variance Approach to Capital In Estiment Optimization, SIAM Journal: Financial Mathematics, 2019
Co-Authors: SingRu (Celine) How, ZhongFeng Yan

A Mean Variance Approach to Capital Investment Optimization, SIAM: Financial Mathematics, 2019
Co-Authors: SingRu (Celine) Hoe, ZhongFeng Yan

A Mechanism Design Approach to Vendor Managed Inventory, INFORMS - Articles in Adv. Mgmt Sciences, 2019
Co-Authors: Bharadwaj Kadiyala, Ozalp Ozer

A Novel Spline Model Guided Maximum Power Point Tracking Method for Photovoltaic, IEEE - Transactions on Sustainable Energy, 2019
Co-Authors: Chao Huang, Long Wang Zijun Zhang, Ryan Shun Cheung Yeung, Henry Shu-hung Chung

A Novel Spline Model Guided Maximum Power Point Tracking Method for Photovoltaic Systems, IEEE Transactions on Sustainable Energy, 2019
Co-Authors: Chao Huang, Long Wang, Zijun Zhang, Ryan Shun-Cheung Yeung Henry Shu-hung Chung

A Paradox in Time - Consistency in the Mean-Variance Problem?, Finance & Stochastics, 2019
Co-Authors: A. Bensoussan, Wong, K..C & Yan, S.C.P.

A Paradox in Time-Consistency in the Mean-Variance Problem?, Finance & Stochastics - SPRINGER, 2019
Co-Authors: K.C. Wong, Yam, S.C.P.

A Strategic Approach to Vendor Managed Inventory, Management Science, 2019
Co-Authors: Bhardwaj Kadiyala, Ozalp Ozer

Control Problem on Space of Random Variables and Master Equation, ESAIM: Control, Optimization and Calculus of Variations, 2019
Co-Authors: Sheung Chi Phillip Yam

Control Problem on Space of Random Variables and Master Equation, ESAIM: Control, Optimization and Calculus of Variations, 2019
Co-Authors: Sheueng Chi Phillip Yam

Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games within Application to Cooperative Advertising, SIAM - Control, Optimization, 2019
Co-Authors: Shaokuan Chen, Anshuman Chutani, Surest P. Sethi, Chi Chung Siue Sheung Chi Phillip Yam

Joint Inventory-pricing Optimization with General Demands, Production and Operations Management, 2019
Co-Authors: Yangyang Xie, Houmin Yan

Joint Inventory-pricing Optimization with General Demands: an Alternative Approach for Concavity Preservation, Production and Operations Management, 2019
Co-Authors: Yangyang Xie, Houmin Yan

Mean Field Games with Parametrized Followers, IEEE Transactions on Automatic Control, 2019
Co-Authors: A. Bensoussan, Thomas Cass, Man Ho M Chau, Phillip Sheung Chi Yam

Mean Field Games with Parametrized Followers, IEEE Transactions on Automatic Control, 2019
Co-Authors: Thomas Cass, Man Ho M. Chau, Phillip Sheung Chi Yam

Mean-Field-Type Games with Jump and Regime Switching, Dynamic Games and Applications, 2019
Co-Authors: Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam

Mean-Field-Type-Games with Jump and Regime Switching, Dynamic Games and Applications, 2019
Co-Authors: Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam

Robust Forecasting of River-low Based on Convolutional Neural Network, IEEE Transactions on Sustainable Computing, 2019
Co-Authors: Chao Huang, Jing Zhang, ongpeng Cao, Long Wang, Ziong Luo, Jenq-Haur Want

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

Base Stock List Price Policy in Continuous Time, Discrete and Continuous Dynamical Systems Series, 2017
Co-Authors: Sonny Skaaning

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

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

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

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

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

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

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
Co-Authors: L. Mertz, S.C.P. Yam

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

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

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

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

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

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

Control Problem on Space of Random Variables and Master Equation, arXiv, 2015
Co-Authors: S.C.P. Yam

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

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

Existence and Uniqueness of Solutions for Bertrand and Cournot Mean Field Games, arXiv, 2015
Co-Authors: P. Jameson Graber

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

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

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

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

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

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

On the Interpretation of the Master Equation, arXiv, 2015
Co-Authors: S.C.P. Yam

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

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

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

A GLM Approach to Seasonal Aspects of Wind Speed Modeling, Journal of Applied Statistics , 2014
Co-Authors: Pierre Bertrand, Alexandre Brouste

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

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
Co-Authors: Laurent Mertz, Sheung Chi, Phillip Yam

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

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
Co-Authors: J. Frehse, S.C.P Yan

Estimation Theory for Generalized, Linear Models, Future Perspectives in Risk Models and Finance, 2014
Co-Authors: Pierre Bertrand, Alexandre Brouste

Estimation Theory for Generalized, Linear Models, Future Perspectives in Risk Models and Finance, 2014
Co-Authors: Pierre Bertrand, Alexandre Brouste

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

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

Optimal Control of Hidden Markov Models w/ Binary Observations, IEEE Transactions on Automatic Control V, 2014
Co-Authors: Arash Komaee

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Nash and Stackelberg Differential Games, Chinese Annals of Mathematics, Series B, 2012
Co-Authors: J. Frehse, J. Vogelgesang

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

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

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

Computation of Approximate Optimal Policies in Partially Observed Inventory Model with Rain Checks, Automatica, 2011
Co-Authors: 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
Co-Authors: R. Mookerjee, V. Mookerjee, W.T.Yue

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
Co-Authors: S. HOE and M. KANTARCIOGLU

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

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

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

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

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

Optimal Control of Variational Inequalities, Communications in Information and Systems, 2010
Co-Authors: J. TURI and K. CHANDRASEKARAN

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

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

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

Uncertainties and Risks in Water Resources Management, The Economics of Sustainable Development, 2010
Co-Authors: N. FARHI

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
Co-Authors: S. HOE and M. KANTARCIOGLU

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
Co-Authors: M. ÇAKANYILDIRIM & 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
Co-Authors: L. MERTZ,O.PIRONNEAU and J. TURI

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

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

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

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

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

Optimal Cash Management under Uncertainty, Operations Research Letters, 2009
Co-Authors: A. CHUTANI & S.P. SETHI

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

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

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

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

Impulse Control in Discrete Time, Georgian Mathematical Journal, 2008

Inventory Problems with Partially Observed Demands and Lost Sales, Journal of Optimization Theory & Applications, 2008
Co-Authors: 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
Co-Authors: J. FREHSE

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

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

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

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

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

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

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

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

The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited, Management Science, 2007
Co-Authors: S.P. SETHI

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

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

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

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

Difference Equations on Weighted Graphs, dedicated to Claude Lemaréchal, Journal of Convex Analysis, 2005
Co-Authors: J.L. MENALDI

On the Optimal Control of Partially Observed Inventory Systems, Comptes Rendus De l’Academie des Sciences, 2005
Co-Authors: 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
Co-Authors: L. RUIHUA & S.P. SETHI

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

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

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
Co-Authors: J. FREHSE

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

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

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

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

On the pricing of contingent claims with frictions, Mathematical Finance, 2000
Co-Authors: H. JULIEN

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

Stochastic Games for N players, JOTA, 2000
Co-Authors: J. FREHSE

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

Stochastic hybrid Control, Special Bellman issue of the Journal of Mathematical Analysis and Applications, 2000
Co-Authors: J.L. MENALDI

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

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

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

Hybrid Control and Dynamic Programming, Dynamics of Continuous discrete and impulsive systems, 1997
Co-Authors: J. L. MENALDI

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

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

Stochastic Variational inequalities in Infinite Dimensional Spaces, Numerical Functional Analysis and Optimization, 1997
Co-Authors: A. RASCANU

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

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

Attainable claims in a Markov market, J. Mathematical Finance, 1995
Co-Authors: R.J.ELLIOT

Black Scholes approximation of warrant prices, Ad. Futures and Options Research, 1995
Co-Authors: M. CROUHY, D. GALAI

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

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

Stochastic inertial manifold, Stochastics and Stochastics Reports, 1995
Co-Authors: F. FLANDOLI

Stochastic Navier Stokes equations, Acta Applicandae Mathematicae, 1995

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

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
Co-Authors: L. AGGOUN, R.J. ELLIOT, J.B. MOORE

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

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

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

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

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

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

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

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

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

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

Diffusion effective dans un flux périodique, C.R. Acd. Sc. Paris, Analyse Mathématique, 1992
Co-Authors: S. KOZLOV

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

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

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

On Bellman equations of ergodic control in Rⁿ, Rutgers Workshop on Applied Stochastic Analysis, 1992
Co-Authors: J. FREHSE

Remarks on the theory of robust control, Intern. Series of Numerical Mathematics, 1992
Co-Authors: P. BERNHARD

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

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
Co-Authors: J.M. PROTH, M. QUEYRANNE

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

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

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

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

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

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

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

On Bellman equations of ergodic control in Rⁿ, Rutgers Workshop on Applied Stochastic Analysis, 1990
Co-Authors: J. FREHSE

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

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

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

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
Co-Authors: J. S. BARAS

Controlled diffusion in a random medium, Stochastics, 1988
Co-Authors: G. BLANKENSHIP

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

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

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

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

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

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

On observers Problems for Systems governed by partial differential equations, Stochastic Equations, 1987
Co-Authors: J. BARAS

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

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

Nonlinear Filtering with homogenization, Stochastics, 1986
Co-Authors: G. L. BLANKENSHIP

On Bellman Equations in Duality, JMAA, 1986

Singular Perturbation Problems arising in Stochastic Control, Springer Verlag, Lectures Notes in Control and information Sciences, 1986
Co-Authors: G. BLANKENSHIP

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

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

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

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

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

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

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

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

Commande optimale de systèmes stochastiques, RAIRO Automatique, Systems Analysis and Control, 1984
Co-Authors: THEOSYS Team

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

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

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

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

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

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

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

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

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

Stochastic Analysis and applications, Stochastics, 1984
Co-Authors: J.L. MENALDI.

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

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

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

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

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

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

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

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

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

On the convergence of the discrete time dynamic programming equation for general semi-groups, SIAM Journal on Control and Optimization, 1982
Co-Authors: 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 remark on an Equation of Dynamic Programming, IEEE Transactions on Automatic Control, 1981
Co-Authors: J.L. LIONS

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

Gestion de stocks avec coûts concaves, Série Jaune, RAIRO, 1981
Co-Authors: J. M. PROTH

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

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

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

Optimal Control of Random Evolutions, Stochastics, 1981
Co-Authors: P. L. LIONS

Optimal Growth of a Firm Facing a Risk of Bankruptcy, INFOR, 1981
Co-Authors: J. LESOURNE

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

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

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

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

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

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

Boundary layers and Homogenization of transport processes, RIMS, 1979
Co-Authors: J.L. LIONS and G. PAPANICOLAOU

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

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

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

Optimization in Hilbert Spaces, Singapore Lectures, 1979

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

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
Co-Authors: J. P. AUBIN

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

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

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

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

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

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

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

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

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

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

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

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

Homogénéisation et perturbations singulières, Séminaire de Math. de l’Académie des Sciences de Novosibirsk, 1976
Co-Authors: J.L. LIONS

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

On the support of the solution of some variational inequalities of evolution, Journal of Mathematical Society of Japan, 1976
Co-Authors: J.L. LIONS

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

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

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

Nouvelles méthodes en contrôle impulsionnel, J. of Applied Math.and Optimization, 1975
Co-Authors: J.L. LIONS

Optimal control of stochastic linear distributed parameter systems, SIAM J. of Control, 1975
Co-Authors: M. VIOT

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

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
Co-Authors: J.L. LIONS

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

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

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

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

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

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

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

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

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

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

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

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

Sur quelques questions liées au contrôle optimal, Article dédié au Professeur PETROWSKI, 1974
Co-Authors: J.L. LIONS

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

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

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

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

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

Généralisation du théorème de Girsanov, Mathematicae Notae, 1973

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

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
Co-Authors: J.L. LIONS

Problèmes de temps d’arrêt optimal et inéquations variationnelles paraboliques, Applicable Analysis, 1973
Co-Authors: J.L.LIONS

Equations aux dérivées partielles stochastiques non linéaires, Israël Journal of Mathematics, 1972
Co-Authors: R. TEMAM

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

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

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

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

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

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

Approximation des problèmes de contrôle optimal, Cahiers de l’IRIA, 1970
Co-Authors: A. BOSSAVIT & J. C. NEDELEC

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

Optimization, Encyclopédie des Sciences et des techniques, 1970

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

Equations intégrales opérationnelles stochastiques, 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

Identification et Filtrage, Cahiers de l’IRIA, 1969

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

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

Sur l’Analogie entre les Méthodes de Régularisation et de Pénalisation, RI.R.O., 1968
Co-Authors: P. KENNETH

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

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