References
- Whittle P. Optimization over time. Vol. I, Chichester: Wiley; 1982.
- Whittle P. Risk-sensitive optimal control. Chichester: Wiley; 1990.
- Ionescu A, Lefebvre M, Munteanu F. Feedback linearization and optimal control of the Kermack–McKendrick model for the spread of epidemics. Adv Anal. 2017;2(3):157–166.
- Lefebvre M. Optimally ending an epidemic. Optimization. 2018;67(3):399–407.
- Taksar M. First hitting time of curvilinear boundary by Wiener process. Ann Probab. 1982;10(4):1029–1031.
- Hijab O. Control of degenerate diffusions in Rd. Trans Am Math Soc. 1991;327(1):427–448.
- Ghrissi T, Hammami MA. New nonlinear inequalities and application to control systems. Palestine J Math. 2017;6:47–55.
- Theodorou EA, Todorov E. Stochastic optimal control for nonlinear Markov jump diffusion processes. Proceedings of the American Control Conference; 2012. p. 1633–1639. DOI:https://doi.org/10.1109/ACC.2012.6315408.
- Lefebvre M. LQG homing for jump-diffusion processes. ROMAI J. 2014;10(2):1–6.
- Lefebvre M, Moutassim A. Exact solutions to the homing problem for a Wiener process with jumps. Optimization. 2020. DOI:https://doi.org/10.1080/02331934.2019.1711084.
- Weiner H. Distributed Wiener-Poisson control. Int J Control. 1982;36(1):25–32.
- Weiner H. Wiener-Poisson control problems. Int J Control. 1983;38(3):685–697.