Fast Computational Procedure for Solving Multi-Item Single-Machine Lot Scheduling Optimization Problems

Deterministic and Stochastic Optimal Control.

J. A. Bather, Wendell H. Fleming, Raymond Rishel · Journal of the Royal Statistical Society Series A (General) · 1976 · 2.7K citations

Natural Sciences, Mathematics, Differential Equations +16

Numerical Methods for Stochastic Control Problems in Continuous Time

Harold J. Kushner · SIAM Journal on Control and Optimization · 1990 · 1.5K citations

Engineering, Mathematics, Dynamical Systems +13

Optimal Control with State-Space Constraint I

H. Meté Soner · SIAM Journal on Control and Optimization · 1986 · 615 citations

Natural Sciences, Mathematics, Differential Equations +15

Approximation schemes for viscosity solutions of Hamilton-Jacobi equations

Panagiotis E. Souganidis · Journal of Differential Equations · 1985 · 324 citations

Natural Sciences, Mathematics, Physics +16

Discrete maximum principle for finite-difference operators

Philippe G. Ciarlet · Aequationes Mathematicae · 1970 · 181 citations

Computing, Computational Engineering, Mathematics +14