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Publications by Debopriya Mukherjee

Optimal Relaxed Control of Stochastic Hereditary Evolution Equations With Levy Noise

ESAIM - Control, Optimisation and Calculus of Variations

Computational Mathematics

Systems Engineering

English

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Optimal Stopping of Stochastic Differential Equations With Delay Driven by Lévy Noise

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Stochastic Differential Equations With Fractal Noise

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Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps

SIAM Journal on Control and Optimization

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Optimal Control of General McKean-Vlasov Stochastic Evolution Equations on Hilbert Spaces and Necessary Conditions of Optimality

Discussiones Mathematicae. Differential Inclusions, Control and Optimization

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Turnpike Properties of Optimal Relaxed Control Problems

ESAIM - Control, Optimisation and Calculus of Variations

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Perturbation of Stochastic Boussinesq Equations With Multiplicative White Noise

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Fractional Stochastic Differential Equations With Hilfer Fractional Derivative: Poisson Jumps and Optimal Control

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Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. II

SIAM Journal on Control and Optimization

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Feynman Formulas for Evolution Equations With Levy Laplacians on Infinite-Dimensional Manifolds

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