Richard Stockbridge
Distinguished Professor Emeritus
Mathematical Sciences - General
Richard Stockbridge's research summary can be accessed here
Educational Degrees
- 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
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.