Wendell Fleming

Q: What Schools Are Affiliated With Wendell Fleming

Wendell Fleming is affiliated with the following schools: Brown University, Princeton University, University of Wisconsin–Madison

Wendell Fleming's AcademicInfluence.com Rankings

Wendell Fleming

Mathematics

#427

World Rank

#859

Historical Rank

#193

USA Rank

Measure Theory

#81

World Rank

#134

Historical Rank

#42

USA Rank

mathematics Degrees

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Mathematics

Wendell Fleming's Degrees

PhD Mathematics Princeton University

Why Is Wendell Fleming Influential?

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According to Wikipedia, Wendell Helms Fleming was an American mathematician, specializing in geometrical analysis and stochastic differential equations. Fleming received in 1951 his PhD under Laurence Chisholm Young at the University of Wisconsin–Madison with a thesis entitled Boundary and related notions for generalized parametric surfaces. Fleming was a professor at Brown University, where he retired in 2009 as professor emeritus.

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Wendell Fleming'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

Controlled Markov processes and viscosity solutions (1992) (3936)
Deterministic and Stochastic Optimal Control (1975) (2209)
Normal and Integral Currents (1960) (894)
Book Review: Discrete-time Markov control processes: Basic optimality criteria (1997) (541)
Functions of Several Variables (1965) (373)
Risk-Sensitive Control on an Infinite Time Horizon (1995) (317)
An integral formula for total gradient variation (1960) (254)
On the oriented Plateau Problem (1962) (233)
Hedging in incomplete markets with HARA utility (1997) (230)
A selection-migration model in population genetics (1975) (217)
Exit probabilities and optimal stochastic control (1977) (213)
Risk‐Sensitive Control and an Optimal Investment Model (2000) (206)
The convergence problem for differential games (1961) (188)
Optimal Control for Partially Observed Diffusions (1982) (154)
Flat chains over a finite coefficient group (1966) (147)
Stochastic Control for Small Noise Intensities (1971) (133)
Stochastic Optimal Control, International Finance and Debt (2002) (124)
The Cauchy problem for a nonlinear first order partial differential equation (1969) (124)
An optimal consumption model with stochastic volatility (2003) (124)
Risk sensitive optimal control and differential games (1992) (120)
A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering (2000) (113)
An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand (1987) (109)
Optimal control and nonlinear filtering for nondegenerate diffusion processes (1982) (109)
Optimal long term growth rate of expected utility of wealth (1999) (105)
An Optimal Investment/Consumption Model with Borrowing (1991) (101)
Optimal Continuous-Parameter Stochastic Control (1969) (96)
Optimal Control of Partially Observable Diffusions (1968) (93)
Risk-Sensitive Control of Finite State Machines on an Infinite Horizon I (1997) (89)
An Application of Stochastic Control Theory to Financial Economics (2004) (88)
Equilibrium Distributions of Continuous Polygenic Traits (1979) (84)
Convex duality approach to the optimal control of diffusions (1989) (75)
Advances in Filtering and Optimal Stochastic Control (1982) (69)
PDE-viscosity solution approach to some problems of large deviations (1986) (67)
Numerical Methods for an Optimal Investment-Consumption Model (1991) (65)
On stochastic relaxed control for partially observed diffusions (1984) (65)
Logarithmic Transformations and Stochastic Control (1982) (64)
Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming (2012) (61)
Risk sensitive control of finite state machines on an infinite horizon. I (1997) (56)
Functions whose partial derivatives are measures (1958) (55)
Stochastic differential systems, stochastic control theory and applications (1988) (53)
Asymptotic Series and Exit Time Probabilities (1992) (53)
Some one-dimensional migration models in population genetics theory. (1974) (52)
On the value of stochastic differential games (2011) (49)
Asymptotic Series and the Methods of Vanishing Viscosity (1985) (48)
Robust Limits of Risk Sensitive Nonlinear Filters (2001) (42)
The Optimal Control Problem (1975) (41)
The risk-sensitive index and theH2 andH∞, norms for nonlinear systems (1995) (40)
Optimal investment models and risk sensitive stochastic control (1995) (39)
Nonlinear Semigroup for Controlled Partially Observed Diffusions. (1982) (37)
Distributed Parameter Stochastic Systems in Population Biology (1975) (36)
Deterministic nonlinear filtering (1997) (36)
A stochastic control approach to some large deviations problems (1985) (35)
Stochastic variational formula for fundamental solutions of parabolic PDE (1985) (35)
Risk sensitive stochastic control and differential games (2006) (35)
Max-Plus Stochastic Processes (2004) (34)
22. A NOTE ON DIFFERENTIAL GAMES OF PRESCRIBED DURATION (1958) (31)
Stochastic calculus of variations and mechanics (1983) (31)
Functions with generalized gradient and generalized surfaces (1957) (31)
Piecewise monotone filtering with small observation noise (1988) (30)
Asymptotics for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential (1997) (29)
Asymptotic expansions for Markov processes with lévy generators (1989) (28)
Stochastically perturbed dynamical systems (1974) (27)
Measure-valued processes in the control of partially-observable stochastic systems (1980) (27)
Risk-Sensitive Production Planning of a Stochastic Manufacturing System (1998) (27)
Duality and a priori estimates in Markovian optimization problems (1966) (26)
12. The Convergence Problem for Differential Games, II (1964) (25)
Optimal exit probabilities and differential games (1981) (24)
The Tradeoff between Consumption and Investment in Incomplete Financial Markets (2005) (23)
Risk sensitive control with ergodic cost criteria (1992) (22)
Max-Plus Stochastic Control and Risk-Sensitivity (2009) (21)
On Differential Games with Integral Payoff (1955) (21)
Generalized Solutions in the Optimal Control of Diffusions (1988) (20)
An example in the problem of least area (1956) (19)
Controlled Markov processes and viscosity solution of nonlinear evolution equations (1986) (18)
A stochastic control model of investment, production and consumption (2004) (17)
Existence of Optimal Controls for Partially Observed Diffusions. (1980) (16)
The Simplest Problem in Calculus of Variations (1975) (16)
Stochastic Intertemporal Optimization in Discrete Time (2000) (15)
Risk sensitive and robust nonlinear filtering (1997) (14)
Piecewise linear filtering with small observation noise (1988) (14)
Controlled Markov processes and mathematical finance (1999) (13)
A remark on the large deviations of an ergodic markov process (1987) (12)
Piecewise monotone filtering in discrete-time with small observation noise (1991) (11)
A generalized notion of boundary (1954) (10)
A Stochastic Optimal Control Approach to International Finance and Foreign Debt (1999) (9)
Optimal Control of Markov Processes. (1983) (9)
Numerical methods for optimal investment-consumption models (1990) (9)
Differential games for stochastic partial differential equations (1993) (8)
Generalized Solutions and Convex Duality in Optimal Control (1989) (8)
Stochastic Control and Large Deviations (1992) (8)
DIFFUSION PROCESSES IN POPULATION BIOLOGY (1975) (8)
Stochastic Differential Equations and Applications, Vol. 1 (Avner Friedman) (1977) (7)
Optimal Investment Models with Minimum Consumption Criteria (2005) (7)
Nonlinear Filtering with Small Observation Noise: Piecewise Monotone Observations (1991) (7)
A PDE approach to asymptotic estimates for optimal exit probabilities (1985) (7)
Optimal control and pathwise nonlinear filtering of nondegenerate diffusions (1981) (7)
Representations of generalized surfaces as mixtures (1956) (6)
Deterministic and Stochastic Approaches to Nonlinear Filtering (2000) (6)
Max-Plus Stochastic Control (2002) (6)
Geometric Measure Theory at Brown in the 1960 s (2015) (5)
Recent Mathematical Methods in Dynamic Programming (1985) (5)
Variational problems with constraints (1956) (5)
Generalized surfaces with prescribed elementary boundary (1956) (5)
Stochastic Control Models of Optimal Investment and Consumption (2007) (4)
On a Class of Games Over Function Space and Related Variational Problems (1954) (4)
Numerical methods for infinite horizon risk sensitive stochastic control (1994) (4)
Piecewise monotone filtering with small observation noise: Numerical simulations (1992) (3)
Stochastic control under partial observations (1980) (3)
Turnpike Sets in Optimal Stochastic Production Planning Problems. (1986) (3)
Probability Methods for Approximations in Stochastic Control and Elliptic Equations (Harold J. Kushner) (1979) (3)
Generalized Solutions of Hamilton–Jacobi Equations (P.-L. Lions) (1985) (3)
On Delay-Independent Stability of Large-Scale Systems with Time Delays (1995) (2)
Optimal Investment-Consumption Models in International Finance (2002) (2)
On Existence of the Dominant Eigenfunction and its Application to the Large Deviation Properties of an Ergodic Markov Process (1986) (2)
A regular perturbation expansion in nonlinear filtering (1983) (2)
Nondegenerate surfaces of finite topological type (1959) (2)
Controlled Diffusion Processes (N. V. Krylov) (1983) (2)
Mixed Strategies for Deterministic Differential Games (2017) (2)
Some Stochastic Systems Depending on Small Parameters (1976) (2)
A stochastic production planning problem with random demand (1985) (2)
Logarithmic transformations with applications in probability and stochastic control (1989) (2)
Strategies for differential games (2012) (2)
Three papers on summable functions whose first derivatives are measures (1957) (1)
Reduction of certain games over function space. (1952) (1)
Nondegenerate surfaces and fine-cyclic surfaces (1959) (1)
Existence and Continuity Properties of Optimal Controls (1975) (1)
Viscosity Solutions of Hamilton-Jacobi Equations (2008) (1)
Vector-valued functions of several variables (1977) (1)
Review: M. H. A. Davis, Linear estimation and stochastic control (1979) (1)
Numerical Methods and Approximation and Modelling Problems in Stochastic Control Theory. (1979) (1)
Nonlinear Partial Differential Equations -Probabilistic and Game Theoretic Methods (2010) (1)
Partially observed stochastic control systems (1979) (1)
On Weak Convergence of Strategies in Certain Games Over a Function Space (1951) (1)
Mathematical Optimization Techniques (Richard Bellman, ed.) (1964) (1)
Risk-sensitive production planning (1998) (1)
On the optimal balance between consumption and investment (2004) (1)
Advances in filtering and optimal stochastic control : proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1-6, 1982 (1982) (1)
Max-plus stochastic processes (2004) (0)
A NONLINEAR PARABOLIC PARTIAL DIFFERENTIAL EQUATION IN POPULATION GENETICS (1975) (0)
Review: L. D. Berkovitz, Optimal control theory (1975) (0)
OF NONDEGENERATE DIFFUSIONS (1981) (0)
CONTROL OF DIFFUSION PROCESSES IN R AND BELLMAN EQUATION W I T H DEGENERATION (0)
Review: G. Kallianpur, Stochastic filtering theory (1982) (0)
Integration on manifolds (1977) (0)
De Giorgi and Geometric Measure Theory (0)
1. Introduction and examples Newton's equation of motion, Optimal consumption, Dido's problem, minimal surfaces. (2004) (0)
Markov Chain Approximations for Deter- Ministic Control Problems with Aane Dynamics and Quadratic Cost In (1998) (0)
Country Debt Risk: A Stochastic Inter-temporal Optimization Approach (2001) (0)
Applied Mathematics and Optimization Optimal Exit Probabilities and Differential Games (0)
FLA NONLINEAR MONOTONE SEMIGROUPS AND VISCOSITY SOLUTIONS (2001) (0)
5. Max-Plus Linear Partial Differential Equations (2003) (0)
Stochastic Systems and Nonlinear Filtering (1997) (0)
Asymptotic series for solutions to the dynamic programming equation for diffusions with small noise (1985) (0)
Early developments in geometric measure theory (2020) (0)
An Introduction to the Calculus of Variations (L. A. Pars) (1963) (0)
LAURENCE CHISHOLM YOUNG (1905¿2000) (2004) (0)
Curves and line integrals (1977) (0)
FLAT CHAINS OVER A FINITE COEFFICIENT GROUPO (2010) (0)
Risk Sensitive Control of 1 Introduction Finite State Machines on an Infinite Horizon I In (BJ) robust and risk sensitive control of discrete (1997) (0)
FOR NONDEGENERATE DIFFUSION PROCESSES (1982) (0)
An Optimal Consumption-Investment Problem for Factor-Dependent Models (2002) (0)
A Stochastic Maximum Principle for Optimal Control of Diffusions (U. G. Haussmann) (1988) (0)
Perturbation Methods in Optimal Control (Alain Bensoussan) (1989) (0)
Stochastic Intertemporal Optimization in Discrete Time (new title: Stochastic optimization in discrete time) (2000) (0)
Recursive Identification Algorithms for Right Matrix Fraction Description Models (1984) (0)
Stochastic Control and Nonlinear Estimation (1994) (0)
The Calculus of Variations (N. I. Akhiezer) (1963) (0)
Optimal Control of Diffusion Processes (Vivek S. Borkar) (1990) (0)
Differentiation of real valued functions (1977) (0)
Elementary topology of E n (1977) (0)
Title Control of diffusion processes in R ^ d andBellman equation with degeneration (0)
A Remark on the Large Deviations of an ~ r ~ o d i c Markov Process (2020) (0)
Portfolio Optimization Models on Infinite-Time Horizon 1 (2003) (0)
Stochastic Differential Equations and Applications, Vol. 2 (Avner Friedman) (1977) (0)
Stochastic Differential Equations and Markov Diffusion Processes (1975) (0)
Theory and Applications of Stochastic Differential Equations (Zeev Schuss) (1982) (0)
Book Review: Extending $H_{\infty}$ control to nonlinear systems (2000) (0)
A Tribute to E. J. McShane (1989) (0)
NONDEGENERATE SURFACES OF FINITE (2016) (0)
Exterior algebra and differential calculus (1977) (0)
Minimum Exit Probabilities and Differential Games (1978) (0)
Differential Games (A. Friedman) (1972) (0)
Recent mathematical methods in dynamic programming : proceedings of the conference held in Rome, Italy, March 26-28, 1984 (1985) (0)
Some extremal questions for simplicial complexes IV. The algebraic and the geometric resultant, an application of variational methods (1963) (0)
Large Deviations for Diffusions Depending on Small Parameters: A Stochastic Control Method. (1978) (0)
Optimal control of Markov diffusion processes (1975) (0)
Stochastic calculus of variations (1984) (0)
NONDEGENERATE SURFACES OF FINITE TOPOLOGICAL TYPE(X) (2010) (0)
Country Debt Risk: A Stochastic Optimal Control Perspective (2000) (0)
Stochastic Calculus and Applications (Robert J. Elliott) (1984) (0)

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What Schools Are Affiliated With Wendell Fleming?

Wendell Fleming is affiliated with the following schools:

Wendell Fleming's Academic­Influence.com Rankings