Optimal Relaxed Control of Dissipative Stochastic Partial Differential Equations in Banach Spaces. - Zdzislaw Brzezniak; Rafael Serrano (SIAM J. Control. Optim., 2013)

On the LP formulation in measure spaces of optimal control problems for jump-diffusions. - Rafael Serrano (Syst. Control. Lett., 2015)

ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach. - Camilo Castillo; Rafael Serrano (Comput. Appl. Math., 2024)

Optimal investment with insurable background risk and nonlinear portfolio allocation frictions. - Hugo E. Ramírez; Rafael Serrano (Appl. Math. Comput., 2025)