Grüne, Lars; Picarelli, Athena Zubov’s method for controlled diffusions with state constraints. (English) Zbl 1323.93019 NoDEA, Nonlinear Differ. Equ. Appl. 22, No. 6, 1765-1799 (2015). MSC: 93B05 93E20 49L25 PDFBibTeX XMLCite \textit{L. Grüne} and \textit{A. Picarelli}, NoDEA, Nonlinear Differ. Equ. Appl. 22, No. 6, 1765--1799 (2015; Zbl 1323.93019) Full Text: DOI
Grüne, Lars; Zidani, Hasnaa Zubov’s equation for state-constrained perturbed nonlinear systems. (English) Zbl 1322.93080 Math. Control Relat. Fields 5, No. 1, 55-71 (2015). MSC: 93D09 93C73 93C10 35F21 49L25 PDFBibTeX XMLCite \textit{L. Grüne} and \textit{H. Zidani}, Math. Control Relat. Fields 5, No. 1, 55--71 (2015; Zbl 1322.93080) Full Text: DOI
Goreac, Dan; Serea, Oana-Silvia Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov’s method. (English) Zbl 1269.93020 Appl. Math. Optim. 66, No. 2, 209-238 (2012). MSC: 93B18 93C30 49L25 PDFBibTeX XMLCite \textit{D. Goreac} and \textit{O.-S. Serea}, Appl. Math. Optim. 66, No. 2, 209--238 (2012; Zbl 1269.93020) Full Text: DOI
Goreac, Dan; Serea, Oana-Silvia Some applications of linear programming formulations in stochastic control. (English) Zbl 1256.93097 J. Optim. Theory Appl. 155, No. 2, 572-593 (2012). MSC: 93E03 93B18 90C05 PDFBibTeX XMLCite \textit{D. Goreac} and \textit{O.-S. Serea}, J. Optim. Theory Appl. 155, No. 2, 572--593 (2012; Zbl 1256.93097) Full Text: DOI