Richard H. Stockbridge

According to our database, Richard H. Stockbridge authored at least 15 papers between 2001 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes.

Kurt Helmes, Richard H. Stockbridge, Chao Zhu

SIAM J. Control. Optim., February, 2024

2020

On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems.

Martin G. Vieten, Richard H. Stockbridge

SIAM J. Control. Optim., 2020

2018

Convergence of Finite Element Methods for Singular Stochastic Control.

Martin G. Vieten, Richard H. Stockbridge

SIAM J. Control. Optim., 2018

Linear Programming Techniques and Numerics in Stochastic Optimal Harvesting.

Martin G. Vieten, Richard H. Stockbridge

Proceedings of the 2018 Annual American Control Conference, 2018

2015

A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion.

Kurt Helmes, Richard H. Stockbridge, Chao Zhu

SIAM J. Control. Optim., 2015

2013

Impulse Control of Standard Brownian Motion: Discounted Criterion.

Kurt Helmes, Richard H. Stockbridge, Chao Zhu

Proceedings of the System Modeling and Optimization, 2013

Impulse Control of Standard Brownian Motion: Long-Term Average Criterion.

Kurt Helmes, Richard H. Stockbridge, Chao Zhu

Proceedings of the System Modeling and Optimization, 2013

2011

On Optimal Harvesting Problems in Random Environments.

Qingshuo Song, Richard H. Stockbridge, Chao Zhu

SIAM J. Control. Optim., 2011

On Optimal Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model

Richard H. Stockbridge, Chao Zhu

CoRR, 2011

Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model.

Richard H. Stockbridge, Chao Zhu

Proceedings of the System Modeling and Optimization, 2011

2007

Numerical solution of a long-term average control problem for singular stochastic processes.

Piotr Kaczmarek, Stuart T. Kent, George A. Rus, Richard H. Stockbridge, Bruce A. Wade

Math. Methods Oper. Res., 2007

2006

The Pedestrian Principle for differential Games.

Richard H. Stockbridge, Ziyu Zheng

IGTR, 2006

2002

Linear Programming Formulation for Optimal Stopping Problems.

Moon Jung Cho, Richard H. Stockbridge

SIAM J. Control. Optim., 2002

2001

Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming.

Kurt Helmes, Richard H. Stockbridge

Math. Methods Oper. Res., 2001

Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming.

Kurt Helmes, Stefan Röhl, Richard H. Stockbridge

Oper. Res., 2001