Some Recent Publications of Jose-Luis Menaldi (home)

• Green Functions for Second Order Parabolic Integro-Differential Problems(with M.G. Garroni) (Research Notes in Mathematics 275, Longman Scientific & Technical, Essex, 1992, 417pp. ISBN 0-582-02156-1.) | pdf | details
• Second Order Elliptic Integro-Differential Problems (with M.G. Garroni) (Research Notes in Mathematics 430, Chapman & Hall/CRC, Boca Raton, 2002, 221pp, ISBN 1-58488-200-X.) | pdf | details
• (Editors) Optimal Control and Partial Differential Equations (with E. Rofman and A. Sulem). A Volume in Honor of Professor Alain Bensoussan's 60th Birthday, IOS Press, Amsterdam, 2001, 569 pp. ISBN 1-586-03096-5
• Stochastic Differential Equations with Jumps (Internet Publication, 2008, 749pp, Version 15/May/2008) | pdf | content

• Singular Ergodic Control for Multi-dimensional Gaussian Problems (with M. Robin and M. Taksar) (Mathematics of Control, Signals and Systems, 5 (1992), 93-144.) [Only introduction]
• Optimal Control and Differential Games with Measures (with E.N. Barron and R. Jensen) (Nonlinear Analysis: Theory, Methods and Applications., 21 (1993), 241-268.) [Only introduction]
• Generalized Lame-Clapeyron Solution for a One-Phase Source (with D.A. Tarzia) (Computational and Applied Mathematics, 12 (1993), 21-40.) [Only introduction]
• Regularizing Effect for Integro-Differential Parabolic Equations (with M.G. Garroni) (Communication in Partial Differential Equations, 18-12 (1993), 2023-2050.) [Only introduction]
• Regularity of the Free Boundary in Singular Stochastic Control (with P.L. Chow and S. Williams) (Journal of Differential Equations, 109 (1994), 175-182.) [Only introduction] | pdf
• Maximum Principle for Integro-Differential Parabolic Operators (with M.G, Garroni) (Differential and Integral Equations, 8 (1995), 161-182.) [Only introduction]
• On an Investment-Consumption Model with Transaction Costs (with M. Akin and A. Sulem) (SIAM Journal of Control and Optimization, 34 (1996), 329-364.) [Only introduction] | pdf
• Optimal Starting-Stopping Problems for Markov-Feller Processes (with M. Robin and M. Sun) (Stochastic and Stochastic Reports, 56 (1996), 17-32.) [Only introduction]
• Ergodic Control of Reflected Diffusion with Jumps (with M. Robin) (Applied Mathematics and Optimization, 35 (1997), 117-137.) [Only introduction] | pdf
• Infinite Dimensional Hamilton-Jacobi-Bellman Equations in Gauss-Sobolev Spaces (with P.L. Chow) (Nonlinear Analysis: Theory, Methods and Applications, 29 (1997), 415-426.) [Only introduction] | pdf
• Hybrid Control and Dynamic Programming (with A. Bensoussan) (Dynamics of Continuous Discrete and Impulsive Systems, 3 (1997), 395-442.) [Only introduction]
• Stochastic PDE for Nonlinear Vibration of Elastic Panels (with P.L. Chow) (Differential and Integral Equations, 12 (1999), 419-434.) [Only introduction]
• Invariant Measure for Diffusions with Jumps (with M. Robin) (Applied Mathematics and Optimization, 40 (1999), 105-140.) [Only introduction] | pdf
• On Optimal Ergodic Control of Diffusions with Jumps (with M. Robin) (Stochastic Analysis, Control, Optimization and Applications (A Volume in Honor of W.H. Fleming), Eds. W.M. McEneaney, G. Yin, and Q. Zhang, Birkhauser, Boston, 1999, pp. 439-456.) [Only introduction]
• Stochastic Hybrid Control (with A. Bensoussan) (Journal of Mathematical Analysis and Applications (Special issue in honor of Richard Bellman), 249 (2000), 261-288.) [Only introduction] | pdf
• On Some Reachability Problems For Diffusion Processes (with M. Robin) (Optimal Control and Partial Differential Equations (Dedicated to A. Bensoussan), Eds. J.L. Menaldi, E. Rofman and A. Sulem, IOS Press, Amsterdam, 2001, pp. 394--403.) [Only introduction]
• Stochastic Hybrid Optimal Control Models (Aportaciones Matematicas (Sociedad Matematica Mexicana), Vol. 16, 2001, pp. 205-250.) [Only introduction]
• Stochastic 2-D Navier-Stokes Equation (with S.S. Sritharan) (Applied Mathematics and Optimization, 46 (2002), pp. 31-53.) [Only introduction] | pdf
• Impulse Control of Stochastic Navier-Stokes Equations (with S.S. Sritharan) (Nonlinear Analysis TMA Series A, 52 (2003), pp. 357-381.) [Only introduction] | pdf
• Difference Equations on Weighted Graphs (with A. Bensoussan). (Journal of Convex Analysis (Special issue in honor of Claude LeMarechal), 12 (2005), pp. 13-44.) [Only introduction] | pdf
• Penalty Approximation and Analytical Characterization of the Problem of Super-Replication under Portfolio Constraints (with A. Bensoussan and N. Touzi). (Asymptotic Analysis, 41 (2005), pp. 311-330.) [Only introduction] | pdf
• Remarks on Risk-sensitive Control on Infinite Time Horizon (with M. Robin) (Applied Mathematics and Optimization, 52 (2005), pp. 297-310.) [Only introduction] | pdf
• Local Solutions to the Hamilton-Jacobi-Bellman Equation in Stochastic Problems of Optimal Control (with A.S. Bratus and D.V. Iourtchenko) (Doklady Mathematics, 74 (2006), pp. 610-613.) [Only introduction] | pdf
• Local Solutions to the Hamilton-Jacobi-Bellman Equation for Some Stochastic Problems (with A.S. Bratus, A.P. Ivanova and D.V. Iourtchenko) (Automation and Remote Control, 68 (2007), pp. 1023-1038.) [Only introduction] | pdf
• Some Applications of Backward Ito Formula (with G. Da Prato and L. Tubaro) (Stochastic Analysis and Applications, 25 (2007), pp. 679-703.) [Only introduction] | pdf
• Green and Poisson Functions with Wentzell Boundary Condition (with L. Tubaro) (Journal of Differential Equations, 237 (2007), pp. 77-115.) [Only introduction] | pdf
• A Distributed Parabolic Control with Mixed Boundary Conditions (with D.A. Tarzia) (Asymptotic Analysis, 52 (2007), pp. 227-241.) [Only introduction] | pdf
• Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility (with U. Manna and S.S. Sritharan) (Communications on Stochastic Analysis, 1 (2007), pp. 123-139.) [Only introduction] | pdf

• MathSciNet Items Authored by Jose Luis Menaldi