Optimal correction problem of a multidimensional stochastic system. - José-Luis Menaldi; Michael I. Taksar (Autom., 1989)

Singular ergodic control for multidimensional Gaussian processes. - José-Luis Menaldi; Maurice Robin; Michael I. Taksar (Math. Control. Signals Syst., 1992)

Controlled Markov Processes and Viscosity Solutions (Wendell H. Fleeting and H. Mete Soner). - José-Luis Menaldi (SIAM Rev., 1994)

A distributed parabolic control with mixed boundary conditions. - José-Luis Menaldi; Domingo Alberto Tarzia (Asymptot. Anal., 2007)

On the Impulse Control of Jump Diffusions. - Erhan Bayraktar; Thomas Emmerling; José-Luis Menaldi (SIAM J. Control. Optim., 2013)

On Some Optimal Stopping Problems with Constraint. - José-Luis Menaldi; Maurice Robin (SIAM J. Control. Optim., 2016)

On Some Impulse Control Problems with Constraint. - José-Luis Menaldi; Maurice Robin (SIAM J. Control. Optim., 2017)

On Some Ergodic Impulse Control Problems with Constraint. - José-Luis Menaldi; Maurice Robin (SIAM J. Control. Optim., 2018)

Discrete-time control with non-constant discount factor. - Héctor Jasso-Fuentes; José-Luis Menaldi; Tomás Prieto-Rumeau (Math. Methods Oper. Res., 2020)

On ergodic control of switching processes. - José-Luis Menaldi; Maurice Robin (Commun. Inf. Syst., 2021)

On Some Quasi-Variational Inequalities and Other Problems with Moving Sets. - José-Luis Menaldi; Carlos N. Rautenberg (CoRR, 2021)