Richard H. Stockbridge

Richard H. Stockbridge's AcademicInfluence.com Rankings

Mathematics

#8009

World Rank

#10876

Historical Rank

Group Theory

#525

World Rank

#615

Historical Rank

Algebra

#848

World Rank

#1108

Historical Rank

Measure Theory

#5182

World Rank

#6131

Historical Rank

mathematics Degrees

Download Badge

Mathematics

Richard H. Stockbridge's Degrees

PhD Mathematics Princeton University
Masters Mathematics Stanford University

Why Is Richard H. Stockbridge Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Richard H. Stockbridge is a Distinguished Professor of Mathematics at the University of Wisconsin-Milwaukee. His contributions to research primarily involve stochastic control theory, optimal stopping and mathematical finance. Most notably, alongside Professors Thomas G. Kurtz, Kurt Helmes, and Chao Zhu, he developed the methodology of using linear programming to solve stochastic control problems.

(See a Problem?)

Richard H. Stockbridge's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Existence of Markov Controls and Characterization of Optimal Markov Controls (1998) (165)
Time-Average Control of Martingale Problems: A Linear Programming Formulation (1990) (78)
Time-Average Control of Martingale Problems: Existence of a Stationary Solution (1990) (71)
Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming (2001) (71)
On Optimal Harvesting Problems in Random Environments (2010) (63)
Stationary Solutions and Forward Equations for Controlled and Singular Martingale Problems (2001) (62)
Linear Programming Formulation for Optimal Stopping Problems (2001) (47)
Numerical Comparison of Controls and Verification of Optimality for Stochastic Control Problems (2000) (30)
Approximation of Infinite-Dimensional Linear Programming Problems which Arise in Stochastic Control (1998) (29)
Optimal control of the running max (1991) (23)
On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time (2012) (23)
Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (2010) (19)
Linear programming approach to the optimal stopping of singular stochastic processes (2007) (17)
Thinning and harvesting in stochastic forest models (2010) (17)
Portfolio Optimization in Markets Having Stochastic Rates (2002) (15)
Determining the Optimal Control of Singular Stochastic Processes using Linear Programming (2008) (14)
A martingale approach to the slow server problem (1991) (13)
Continuous Inventory Models of Diffusion Type: Long-term Average Cost Criterion (2015) (12)
A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (2015) (11)
A weak convergence approach to inventory control using a long-term average criterion (2017) (10)
Martingale problems and linear programs for singular control ∗ (1999) (10)
Long Term Average Control of a Local Time Process (2002) (9)
Numerical solution of a long-term average control problem for singular stochastic processes (2007) (9)
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming (2001) (9)
Extension Of Dale's Moment Conditions With Application To The Wright–fisher Model (2003) (8)
Linear Programming Formulations of Singular Stochastic Control Problems: Time-Homogeneous Problems (2017) (7)
Optimal Control and Replacement with State-Dependent Failure Rate: An Invariant Measure Approach (1993) (7)
The problem of moments on polytopes and other bounded regions (2003) (5)
Optimal Control and Replacement with State-Dependent Failure Rate: Dynamic Programming (1993) (5)
Existence of Strict Optimal Controls for Long-term Average Stochastic Control Problems (2010) (4)
A separation principle for partially observed control of singular stochastic processes (2005) (3)
Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (2014) (2)
Long-term average control of a continuous, monotone process (1993) (2)
Impulse Control of Standard Brownian Motion: Long-Term Average Criterion (2013) (2)
A Direct Approach to the Solution of Optimal Multiple-Stopping Problems (2012) (2)
Option Pricing for Finite Models with Limits on Hedging (2002) (2)
Convergence of Finite Element Methods for Singular Stochastic Control (2017) (1)
Analysis of production decisions under budget limitations (2011) (1)
Existence of strict optimal controls for discounted stochastic control problems (2010) (1)
A Counterintuitive Example in Inventory Management (2017) (1)
Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model (2011) (1)
On the Modelling of Uncertain Impulse Control for Continuous Markov Processes (2019) (1)
Erratum: "Existence of Markov Controls and Characterization of Optimal Markov Controls" (1999) (1)
Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (2013) (0)
Optimal control and replacement with state-dependent failure rate (1992) (0)
Veriication of Optimality for Stochastic Control Problems 1 (2007) (0)
Approximating linear programming problems which arise in stochastic control (1998) (0)
Impulse Control of Standard Brownian Motion: Discounted Criterion (2013) (0)
Linear Programming Techniques and Numerics in Stochastic Optimal Harvesting (2018) (0)
On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems (2020) (0)
On the Modelling of Impulse Control with Random Effects for Continuous Markov Processes. (2019) (0)
The Beneš-Problem and Related Problems Revisited (2010) (0)
Linear programming formulations of stochastic control problems (1998) (0)
The Pedestrian Principle for differential Games (2006) (0)
Analyzing Di usion Approximations of the Wright-Fisher Model Using Linear Programming 1 (0)
Dynamic Pricing with Variable Order Sizes for a Model with Constant Demand Elasticity (2018) (0)
An infinite-dimensional LP solution to control of a continuous, monotone process (1992) (0)

This paper list is powered by the following services:

Other Resources About Richard H. Stockbridge

en.wikipedia.org

What Schools Are Affiliated With Richard H. Stockbridge?

Richard H. Stockbridge is affiliated with the following schools:

Richard H. Stockbridge's Academic­Influence.com Rankings

Richard H. Stockbridge's Degrees

Why Is Richard H. Stockbridge Influential?

Richard H. Stockbridge's Published Works

Published Works

Other Resources About Richard H. Stockbridge

What Schools Are Affiliated With Richard H. Stockbridge?

Richard H. Stockbridge's AcademicInfluence.com Rankings