ARTICLES IN JOURNALS OR BOOK CHAPTERS (Menaldi)

PAPERS PUBLISHED IN BOOK CHAPTERS

• Optimal Stochastic Control of Diffusion Processes with Jumps Stopped at the Exit of a Domain (with A. Bensoussan). Stochastics Analysis and Applications, Vol. 7 of Advances in Probability, Ed.: Mark A. Pinsky, Marcel Dekker Inc., New York, 1984, Chapter 2, pp. 98-122.
• Bounded Variation Control of a Damped Linear Oscillator Under Random Disturbances. Stochastic Differential Systems, Stochastic Control and Applications (IMA Volume 10), Eds.: W. Fleming and P.L. Lions, Springer-Verlag, New York, 1988, pp. 373-394.
• Maximum Principles in Unbounded Domains for Integro-Differential Parabolic Operators (with M.G. Garroni). Boundary Value Problems for Partial Differential Equations and Applications (A Volume in Honor of E. Magenes, Eds.: C. Baiocchi and J.L. Lions, Masson, Paris, 1993, pp. 359-365.
• 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, Chapter 26, pp. 439-456.
• On Some Reachability Problems for Diffusion Processes (with M. Robin). Optimal Control and Partial Differential Equations (A Volume in Honor of A. Bensoussan), Eds.: J.L. Menaldi, E. Rofman and A. Sulem, IOS Press, Amsterdam, 2001, pp. 394--403.
• Laboratorio de la Voz (with M.C. Jackson-Menaldi), La Voz Patológica, (Ed. M.C. Jackson-Menaldi), Editorial Médica Panamericana, Buenos Aires, 2002, Chapter 13, pp. 229-244.

PAPERS PUBLISHED IN JOURNALS

• Sobre un Problema de Tiempo Final Optimo (with E. Rofman). Mathematicae Notae, Vol. 24, 1974/75, pp. 65-87.
• Il Metodo di Collocazione nei Problemi di Controllo Ottimo (with E. Rofman). Bollettino delli Unione Matematica Italiana, Serie 2, Vol. 13-B, 1976, pp. 574-587.
• Methodes Constructives en Controle Optimal (with E. Rofman). Mathematicae Notae, Vol. 26, 1977/78, pp. 81-98.
• Le Principe de Separation pour le Probleme de Temps d'Arret Optimal. Stochastics, Vol. 3, No. 1, 1979, pp. 47-59.
• On the Optimal Stopping Time Problem for Degenerate Diffusions. SIAM Journal on Control and Optimization, Vol. 18, No. 6, 1980, pp. 697-721.
• On the Optimal Impulse Control Problem for Degenerate Diffusions. SIAM Journal on Control and Optimization, Vol. 18, No. 6, 1980, pp. 722-739.
• A Singular Perturbations Result for Variational and Quasi-Variational Inequalities. Nonlinear Analysis, Theory, Methods and Applications, Vol. 5, No. 4, 1981, pp. 381-400.
• The Separation Principle for Impulse Control Problems. Proceedings of the American Mathematical Society, Vol. 82, No. 3, 1981, pp. 439-445.
• Gradient Bounds for Solutions of Degenerate Variational Inequalities (with L.C. Evans). Applied Mathematics and Optimization, Vol. 7, No. 3, 1981, pp. 247-252 and Correction Vol. 8, No. 2, 1982, p. 197.
• Existence and Uniqueness for Degenerate Second Order Variational Inequalities. Nonlinear Analysis, Theory, Methods and Applications, Vol. 5, No. 6, 1981, pp. 685-703.
• On the Degenerate Quasi-Variational Inequality with Neumann Boundary Conditions. Mathematicae Notae, Vol. 29, 1981/82, pp. 47-66.
• Le Probleme de Temps D'Arret Optimal Deterministe et l'Inequation Variationelle du Premier Ordre Associee. Applied Mathematics and Optimization, Vol. 8, No. 2, 1982, pp. 131-158.
• Le Probleme De Controle Impulsionnel Optimal Deterministe Et L'Inequation Quasi-Variationnelle Du Premier Ordre Associee. Applied Mathematics and Optimization, Vol. 8, No. 3, 1982, pp. 223-243.
• Optimal Control of Stochastic Integrals and Hamilton-Jacobi-Bellman Equations Parts I and II (with P.L. Lions). SIAM Journal on Control and Optimization, Vol. 20, No. 1, 1982, pp. 58-81 and pp. 82-95.
• On a Degenerate Variational Inequality with Neumann Boundary Conditions. Journal of Optimization Theory and Applications, Vol. 36, No. 4, 1982, pp. 535-563.
• Stochastic Variational Inequality for Reflected Diffusions. Indiana University Mathematics Journal, Vol. 32, No. 5, 1983, pp. 733-744.
• On Some Cheap Control Problems for Diffusion Processes (with M. Robin). Transactions of the American Mathematical Society, Vol. 278, No. 2, 1983, pp. 771-802.
• On a System of First Order Quasi-Variational Inequalities Connected with Optimal Switching Problem (with I.C. Dolcetta, M. Matzeu). Systems and Control Letters, Vol. 3, No. 2, 1983, pp. 113-116.
• Method of Regularization for Stochastic Evolution Equations (with P.L. Chow). Stochastic Analysis and Applications, Vol. 1, No. 4, 1983, pp. 353-376.
• Optimal Stochastic Scheduling of Power Generation Systems with Scheduling Delays and Large Cost Differentials (with G.L. Blankenship). SIAM Journal on Control and Optimization, Vol. 22, No. 1, 1984, pp. 121-132.
• On a Singular Control Problems for Diffusions with Jumps (with M. Robin). IEEE Transactions on Automatic Control, Vol. AC-29, No. 11, 1984, pp. 991-1004.
• An Ergodic Control Problem for Reflected Diffusions with Jumps (with M. Robin). IMA Journal of Mathematical Control and Information, Vol. 1, No. 3, 1984, pp. 309-322.
• Reflected Diffusion Processes with Jumps (with M. Robin). The Annals of Probability, Vol. 13, No. 2, 1985, pp. 319-341.
• On Optimal Correction Problems with Partial Information (with M. Robin). Stochastic Analysis and Applications, Vol. 3, No. 1, 1985, pp. 63-92.
• Additive Control of Stochastic Linear Systems with Finite Horizon (with P.L. Chow, M. Robin). SIAM Journal on Control and Optimization, Vol. 23, No. 6, 1985, pp. 858-899.
• Optimal Impulse Control Problems for Degenerate Diffusions with Jumps. Acta Applicandae Mathematicae, Vol. 8, No. 2, 1987, pp. 165-198.
• On the Asymptotic Behaviour of Solutions of Integro-Differential Inequalities (with M.G. Garroni). Ricerche di Matematica, Vol. 36, 1987, Supplemento in Ricordo di Carlo Miranda, pp. 149-171.
• Probabilistic View of Estimates for Finite Difference Methods. Mathematicae Notae, Vol. 32, 1987/88, pp. 1-37.
• Monotone Control Of A Damped Oscillator Under Random Perturbations (with M. Sun). IMA Journal of Mathematical Control and Information, Vol. 5, No. 2, 1988, pp. 169-186.
• On the Numerical Approximations of an Optimal Correction Problem (with M.C. Bancora-Imbert, P.L. Chow). SIAM Journal on Scientific and Statistical Computing, Vol. 9, No. 6, 1988, pp. 970-991.
• Asymptotic Behavior of the First Order Obstacle Problem (with I. Capuzzo Dolcetta). Journal of Differential Equations, Vol. 75, No. 2, 1988, pp. 303-328.
• On the Control of Queueing System with Failures and Repairs (with M. Robin). Applied Stochastic Models and Data Analysis, Vol. 4, No. 3, 1988, pp. 205-213.
• Green Function and Invariant Density for an Integro-Differential of Second Order (with M.G. Garroni). Annali di Matematica Pura ed Applicata, Serie 4, Vol. 154, 1989, pp. 147-222.
• On the Asymptotic Behaviour of Stopping Time Problems (with M. Robin). Bollettino dell'Unione Matematica Italiana, Serie 7, Vol. 3-B, No. 3, 1989, pp. 723-734.
• Optimal Correction Problems of Multidimensional Stochastic Systems (with M.I. Taksar). Automatica, Vol. 25, No. 3, 1989, pp. 223-232.
• Some Estimates for Finite Difference Approximations. SIAM Journal on Control and Optimization, Vol. 27, No. 3, 1989, pp. 579-607.
• On the Optimal Reward Function of the Continuous Multi-Armed Bandit Problem (with M. Robin). SIAM Journal on Control and Optimization, Vol. 28, No. 1, 1990, pp. 97-112.
• Exponential Estimates in Exit Probability for Diffusion Process in Hilbert Spaces (with P.L. Chow). Stochastics and Stochastics Reports, Vol. 28, No. 3, 1990, pp. 377-393.
• Variational Approach of Serial Multi-Level Production/Inventory System (with F. Kabbaj, E. Rofman). Journal of Optimization Theory and Applications, Vol. 65, No. 3, 1990, pp 447-483.
• Ergodic Problem for Optimal Stochastic Switching (with B. Perthame, M. Robin). Journal of Mathematical Analysis and Applications, Vol. 147, No. 2, 1990, pp. 512-530.
• Remarks on Estimates for the Green Function. Revista de la Union Matematica Argentina, Vol. 35, 1990, pp. 207-243.
• Viscosity Solutions Of The Bellman and Isaacs Equations on Attainable Sets (with H. Ishii, L.S. Zaremba). Problems in Control and Information Theory, Vol. 20, No. 5, 1991, pp. 317-329.
• Singular Ergodic Control for Multidimensional Gaussian Processes (with M. Robin, M.I. Taksar). Mathematics of Control, Signals and Systems, Vol. 5, No. 1, 1992, pp. 93-144.
• Optimal Control and Differential Games with Measures (with E.N. Barron and R. Jensen). Nonlinear Analysis, Theory, Methods and Applications, Vol. 21, No. 4, 1993, pp. 241-268.
• Generalized Lame-Clapeyron Solution for a One-Phase Source Stefan Problem (with D.A. Tarzia). Computational and Applied Mathematics, Vol. 12, No. 2, 1993, pp. 21-40.
• Regularizing Effect for Integro-Differential Parabolic Equations (with M.G. Garroni). Communications in Partial Differential Equations, Vol. 18, No. 12, 1993, pp. 2023-2050.
• Regularity Of The Free-Boundary In Singular Stochastic Control (with P.L. Chow, S.A. Williams). Journal of Differential Equations, Vol. 109, No. 1, 1994, pp. 175-201.
• Maximum Principle for Integro-Differential Parabolic Operators (with M.G. Garroni). Differential and Integral Equations, Vol. 8, No. 1, 1995, pp. 161-182.
• On a Investment-Consumption Model with Transaction Costs (with M. Akian, A. Sulem). SIAM Journal on Control and Optimization, Vol. 34, No. 1, 1996, pp. 329-364.
• Optimal Starting-Stopping Problems for General Markov Processes (with M. Robin, M. Sun). Stochastics and Stochastic Reports, Vol. 56, No. 1, 1996, pp. 17-32.
• Ergodic Control of Reflected Diffusions with Jumps (with M. Robin). Applied Mathematics and Optimization, Vol. 35, No. 2, 1997, pp. 117-137.
• Infinite-Dimensional Hamilton-Jacobi-Bellman Equations in Gauss-Sobolev Spaces (with P.L. Chow). Nonlinear Analysis, Theory, Methods and Applications, Vol. 29, No. 4, 1997, pp. 415-426.
• Hybrid Control and Dynamic Programming (with A. Bensoussan). Dynamics of Continuous Discrete and Impulsive Systems, Vol.3, No 4, 1997, pp. 395-442.
• Stochastic PDE for Nonlinear Vibration of Elastic Panels (with P.L. Chow). Differential and Integral Equations, Vol. 12, No. 3, 1999, pp. 419-434.
• Invariant Measures for Diffusions with Jumps (with M. Robin). Applied Mathematics and Optimization}, Vol. 40, No. 1, 1999, pp. 105-140.
• Stochastic Hybrid Control (with A. Bensoussan), Journal of Mathematical Analysis and Applications (Special issue in honor of Richard Bellman), Vol. 249, No. 1, 2000, pp. 261-288.
• Stochastic Hybrid Optimal Control Models. Aportaciones Matematicas, Vol. 16, 2001, pp. 205-250,
• Stochastic 2-D Navier-Stokes Equation (with S.S. Sritharan). Applied Mathematics and Optimization, Vol. 46, No. 1, 2002, pp. 31-53
• Impulse Control of Stochastic Navier-Stokes Equation (with S.S. Sritharan). Nonlinear Analysis, Theory, Methods and Applications, Series A, Vol. 52, No. 2, 2003, pp 357-381,
• Difference Equations on Weighted Graphs (with A. Bensoussan). Journal of Convex Analysis (Special issue in honor of Claude LeMarechal), Vol. 12, No. 1, 2005, pp. 13-44.
• Penalty Approximation and Analytical Characterization of the Problem of Super-Replication under Portfolio Constraints (with A. Bensoussan and N. Touzi). Asymptotic Analysis , Vol. 41, No. 3-4, 2005, pp. 311-330.
• Local Solutions to the Hamilton-Jacobi-Bellman Equation in Stochastic Problems of Optimal Control (with A.S. Bratus and D.V. Iourtchenko). Doklady Mathematics , Vol. 74, No. 1, 2006, pp. 610-613.
• Some Applications of Backward Ito Formula. Stochastic Analysis and Applications (with G Da Prato and L. Tubaro). Stochastic Analysis and Applications , Vol. 25, No. 3, 2007, pp. 679-703.
• 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 , Vol. 68, No. 6, 2007, pp. 1023-1038.
• Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility (with U. Manna and S.S. Sritharan). Communications on Stochastic Analysis , Vol. 1, No. 1, 2007, pp. 123-139.
• Green and Poisson Functions with Wentzell Boundary Condition (with L. Tubaro). Journal of Differential Equations , Vol. 237, No. 1, 2007, pp. 77-115.
• A Distributed Parabolic Control with Mixed Boundary Conditions, Asymptotic Analysis (with D.A. Tarzia). Asymptotic Analysis , Vol. 52, No. 3-4, 2007, pp. 227-241.