Perturbation Methods in Optimal Control (Alain Bensoussan). - Wendell H. Fleming (SIAM Rev., 1989)

Optimal Control of Diffusion Processes (Vivek S. Borkar). - Wendell H. Fleming (SIAM Rev., 1990)

Numerical Methods for an Optimal Investment-Consumption Model. - Ben G. Fitzpatrick; Wendell H. Fleming (Math. Oper. Res., 1991)

An Optimal Investment/Consumption Model with Borrowing. - Wendell H. Fleming; Thaleia Zariphopoulou (Math. Oper. Res., 1991)

Stochastic Control and Large Deviations. - Wendell H. Fleming (25th Anniversary of INRIA, 1992)

The risk-sensitive index and theH2 andH∞, norms for nonlinear systems. - Wendell H. Fleming; Matthew R. James (Math. Control. Signals Syst., 1995)

A Max-Plus-Based Algorithm for a Hamilton–Jacobi–Bellman Equation of Nonlinear Filtering. - Wendell H. Fleming; William M. McEneaney (SIAM J. Control. Optim., 2000)

Robust Limits of Risk Sensitive Nonlinear Filters. - Wendell H. Fleming; William M. McEneaney (Math. Control. Signals Syst., 2001)

An optimal consumption model with stochastic volatility. - Wendell H. Fleming; Daniel Hernández-Hernández (Finance Stochastics, 2003)

On the optimal balance between consumption and investment. - Wendell H. Fleming; David Hernandez-Hernandez (CDC, 2004)

An Application of Stochastic Control Theory to Financial Economics. - Wendell H. Fleming; Tao Pang (SIAM J. Control. Optim., 2004)

Risk sensitive stochastic control and differential games. - Wendell H. Fleming (Commun. Inf. Syst., 2006)