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)

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)