Richard Stockbridge
- Distinguished Professor Emeritus, Mathematical Sciences
Education
- PhD, Wisconsin, 1987
- MA, Wisconsin, 1984
- BS, St. Lawrence University, 1976
Research Interests
- Stochastic Control Theory
- Optimal Stopping
- Numerical Solution of Stochastic Control Problems
- Applications of Stochastic Processes
- Mathematical Finance
See Richard Stockbridge's research summary.
Selected Publications
Vieten, Martin G., and Stockbridge, Richard. “Convergence of Finite Element Methods for Singular Stochastic Control” SIAM Journal on Control and Optimization56. (2018): 4336-4364.
Helmes, Kurt, Stockbridge, Richard, and Zhu, Chao. “Continuous Inventory Models of Diffusion Type: Long-term Average Cost Criterion” Annals of Applied Probability27. (2017): 1831--1885.
Helmes, Kurt L., Stockbridge, Richard, and Zhu, Chao. “A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion” SIAM Journal on Control and Optimization53. (2015): 2100-2140.
Stockbridge, Richard. “Discussion of Dynamic Programming and Linear Programming Approaches to Stochastic Control and Optimal Stopping in Continuous Time” Metrika, Springer77.1 (2013): 137-162.
Helmes, Kurt L., and Stockbridge, Richard. “Thinning and Harvesting of Stochastic Forest Models” Journal of Economic Dynamics and Control35.1 (2011): 25-39.
Song, Qingshuo, Stockbridge, Richard, and Zhu, Chao. “On Optimal Harvesting Problems in Random Environments” SIAM Journal on Control and Optimization49.2 (2011): 830--858.
Dufour, Francois, and Stockbridge, Richard. “On the Existence of Strict Optimal Controls for Constrained, Controlled Markov Processes in Continuous-Time” Stochastics: An International Journal of Probability and Stochastic Processes84.1 (2011): 55-84.
Helmes, Kurt L., and Stockbridge, Richard. “Construction of the Value Function and Stopping Rules for Optimal Stopping of One-Dimensional Diffusions” Advances in Applied Probability42.1 (2010): 158-182.