Pursuing a maneuvering target which uses a random process for its control. - Vaclav E. Benes; Kurt Helmes; Raymond Rishel (IEEE Trans. Autom. Control., 1995)

Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming. - Kurt Helmes; Stefan Röhl; Richard H. Stockbridge (Oper. Res., 2001)

Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming. - Kurt Helmes; Richard H. Stockbridge (Math. Methods Oper. Res., 2001)

A Variational Inequality Sufficient Condition for Optimal Stopping with Application to an Optimal Stock Selling Problem. - Raymond Rishel; Kurt Helmes (SIAM J. Control. Optim., 2006)

A Geometrical Characterization of Multidimensional Hausdorff Polytopes with Applications to Exit Time Problems. - Kurt Helmes; Stefan Röhl (Math. Oper. Res., 2008)

Impulse Control of Standard Brownian Motion: Long-Term Average Criterion. - Kurt Helmes; Richard H. Stockbridge; Chao Zhu 001 (System Modelling and Optimization, 2013)

Impulse Control of Standard Brownian Motion: Discounted Criterion. - Kurt Helmes; Richard H. Stockbridge; Chao Zhu 001 (System Modelling and Optimization, 2013)

Optimal advertising and pricing in a class of general new-product adoption models. - Kurt Helmes; Rainer Schlosser; Martin Weber (Eur. J. Oper. Res., 2013)

Oligopoly Pricing and Advertising in Isoelastic Adoption Models. - Kurt Helmes; Rainer Schlosser (Dyn. Games Appl., 2015)

A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion. - Kurt Helmes; Richard H. Stockbridge; Chao Zhu 001 (SIAM J. Control. Optim., 2015)

On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes. - Kurt Helmes; Richard H. Stockbridge; Chao Zhu 001 (SIAM J. Control. Optim., 2024)