Solving Matrix Equations on Multi-Core and Many-Core Architectures. - Peter Benner; Pablo Ezzatti; Hermann Mena; Enrique S. Quintana-Ortí; Alfredo Remón (Algorithms, 2013)

Rosenbrock Methods for Solving Riccati Differential Equations. - Peter Benner; Hermann Mena (IEEE Trans. Autom. Control., 2013)

Accelerating the resolution of generalized Lyapunov matrix equations on hybrid architectures. - Rodrigo Baya; Ignacio Decia; Pablo Ezzatti; Hermann Mena (HPCS, 2016)

Innovative Integrators for Computing the Optimal State in LQR Problems. - Petra Csomós; Hermann Mena (NAA, 2016)

Solving Sparse Differential Riccati Equations on Hybrid CPU-GPU Platforms. - Peter Benner; Ernesto Dufrechou; Pablo Ezzatti; Hermann Mena; Enrique S. Quintana-Ortí; Alfredo Remón (ICCSA (1), 2017)

Numerical solution of the finite horizon stochastic linear quadratic control problem. - Tobias Damm; Hermann Mena; Tony Stillfjord (Numer. Linear Algebra Appl., 2017)

The Stochastic Linear Quadratic Control Problem with Singular Estimates. - Cavit Hafizoglu; Irena Lasiecka; Tijana Levajkovic; Hermann Mena; Amjad Tuffaha (SIAM J. Control. Optim., 2017)

Solving Stochastic LQR Problems by Polynomial Chaos. - Tijana Levajkovic; Hermann Mena; Lena-Maria Pfurtscheller (IEEE Control. Syst. Lett., 2018)

Numerical low-rank approximation of matrix differential equations. - Hermann Mena; Alexander Ostermann; Lena-Maria Pfurtscheller; Chiara Piazzola (J. Comput. Appl. Math., 2018)

Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations. - Peter Benner; Hermann Mena (J. Num. Math., 2018)

An efficient SPDE approach for El Niño. - Hermann Mena; Lena-Maria Pfurtscheller (Appl. Math. Comput., 2019)

GPU acceleration of splitting schemes applied to differential matrix equations. - Hermann Mena; Lena-Maria Pfurtscheller; Tony Stillfjord (Numer. Algorithms, 2020)

Discounted cost linear quadratic Gaussian control for descriptor systems. - Hermann Mena; Lena-Maria Pfurtscheller; Matthias Voigt (Int. J. Control, 2022)