| Existence of Markov controls and characterization of optimal Markov controls TG Kurtz, RH Stockbridge SIAM Journal on Control and Optimization 36 (2), 609-653, 1998 | 180 | 1998 |
| Computing moments of the exit time distribution for Markov processes by linear programming K Helmes, S Röhl, RH Stockbridge Operations Research 49 (4), 516-530, 2001 | 89 | 2001 |
| Time-average control of martingale problems: A linear programming formulation RH Stockbridge The Annals of Probability, 206-217, 1990 | 80 | 1990 |
| Time-average control of martingale problems: Existence of a stationary solution RH Stockbridge The Annals of Probability, 190-205, 1990 | 68 | 1990 |
| Stationary solutions and forward equations for controlled and singular martingale problems T Kurtz, R Stockbridge | 63 | 2001 |
| Linear programming formulation for optimal stopping problems MJ Cho, RH Stockbridge SIAM Journal on Control and Optimization 40 (6), 1965-1982, 2002 | 61 | 2002 |
| On optimal harvesting problems in random environments Q Song, RH Stockbridge, C Zhu SIAM journal on control and optimization 49 (2), 859-889, 2011 | 60 | 2011 |
| Numerical comparison of controls and verification of optimality for stochastic control problems K Helmes, RH Stockbridge Journal of Optimization Theory and Applications 106, 107-127, 2000 | 38 | 2000 |
| Approximation of infinite-dimensional linear programming problems which arise in stochastic control MS Mendiondo, RH Stockbridge SIAM journal on control and optimization 36 (4), 1448-1472, 1998 | 31 | 1998 |
| Optimal control of the running max AC Heinricher, RH Stockbridge SIAM journal on control and optimization 29 (4), 936-953, 1991 | 31 | 1991 |
| On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time F Dufour, RH Stockbridge Stochastics An International Journal of Probability and Stochastic Processes …, 2012 | 26 | 2012 |
| Continuous inventory models of diffusion type: long-term average cost criterion KL Helmes, RH Stockbridge, C Zhu | 23 | 2017 |
| Portfolio optimization in markets having stochastic rates RH Stockbridge Stochastic Theory and Control: Proceedings of a Workshop held in Lawrence …, 2002 | 23 | 2002 |
| Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions K Helmes, RH Stockbridge Advances in Applied Probability 42 (1), 158-182, 2010 | 22 | 2010 |
| Linear programming approach to the optimal stopping of singular stochastic processes K Helmes, RH Stockbridge Stochastics An International Journal of Probability and Stochastic Processes …, 2007 | 18 | 2007 |
| A measure approach for continuous inventory models: Discounted cost criterion KL Helmes, RH Stockbridge, C Zhu SIAM Journal on Control and Optimization 53 (4), 2100-2140, 2015 | 15 | 2015 |
| Thinning and harvesting in stochastic forest models KL Helmes, RH Stockbridge Journal of Economic Dynamics and Control 35 (1), 25-39, 2011 | 15 | 2011 |
| Martingale problems and linear programs for singular control TG Kurtz, RH Stockbridge PROCEEDINGS OF THE ANNUAL ALLERTON CONFERENCE ON COMMUNICATION CONTROL AND …, 1999 | 15 | 1999 |
| A weak convergence approach to inventory control using a long-term average criterion KL Helmes, RH Stockbridge, C Zhu Advances in Applied Probability 50 (4), 1032-1074, 2018 | 13 | 2018 |
| Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming K Helmes, RH Stockbridge Mathematical Methods of Operations Research 53, 309-331, 2001 | 13 | 2001 |
