Applied Mathematics & Optimization

Title Publication Date Language Citations
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework2000/01/01English652
New Conjugacy Conditions and Related Nonlinear Conjugate Gradient Methods2001/01/01English302
A Maximum Principle for SDEs of Mean-Field Type2010/10/30English192
A Spectral Conjugate Gradient Method for Unconstrained Optimization2001/01/01English178
A General Stochastic Maximum Principle for SDEs of Mean-field Type2011/04/16English173
Risk-Sensitive Dynamic Asset Management1999/05/06156
Stochastic 2D Hydrodynamical Type Systems: Well Posedness and Large Deviations2009/11/05English142
Convexity and Weighted Integral Inequalities for Energy Decay Rates of Nonlinear Dissipative Hyperbolic Systems2004/10/15English135
Exponentially Stable Stationary Solutions for Stochastic Evolution Equations and Their Perturbation2004/08/18English128
A Class of Projection and Contraction Methods for Monotone Variational Inequalities1997/01/01115
Hamilton--Jacobi Equations and Distance Functions on Riemannian Manifolds2002/12/19107
Heat Equations with Fractional White Noise Potentials2001/01/01English87
Stochastic 2-D Navier--Stokes Equation2002/10/0186
A Study in the BV Space of a Denoising—Deblurring Variational Problem2001/01/01English82
The Controllability of the Gurtin-Pipkin Equation: A Cosine Operator Approach2005/05/02English76
Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise2009/04/03English76
A General Stochastic Calculus Approach to Insider Trading2005/07/28English76
On the Moore–Gibson–Thompson Equation and Its Relation to Linear Viscoelasticity2016/06/08English76
Hamiltonian Pontryagin's Principles for Control Problems Governed by Semilinear Parabolic Equations1999/03/0475
Continuous Time Finite State Mean Field Games2013/04/23English74
Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints2002/10/0173
Anisotropic Total Variation Filtering2010/05/15English70
Exact Controllability of the Superlinear Heat Equation2000/01/01English69
Linear Regularity and Linear Convergence of Projection-Based Methods for Solving Convex Feasibility Problems2017/05/02English63
Stabilization of a Thermoelastic Laminated Beam with Past History2017/11/08English61
A Regularization Newton Method for Solving Nonlinear Complementarity Problems1999/11/1959
Generalized Semicontinuity and Existence Theorems for Cone Saddle Points1997/11/0158
Carleman Estimates and Controllability of Linear Stochastic Heat Equations2003/03/1257
Modeling Very Oscillating Signals. Application to Image Processing2004/12/20English57
Second-Order Analysis for Control Constrained Optimal Control Problems of Semilinear Elliptic Systems1998/11/0156