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Richard Stockbridge

Distinguished Professor
Mathematical Sciences - General
 (414) 229-3947
 Eng & Math Sciences W447
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 Optimization.
Helmes, Kurt, Stockbridge, Richard, and Zhu, Chao. “Continuous Inventory Models of Diffusion Type: Long-term Average Cost Criterion.” Annals of Applied Probability. 46 pages.
Helmes, Kurt L., Stockbridge, Richard, and Zhu, Chao. “A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion.” SIAM Journal on Control and Optimization 53. (2015): 2100-2140.
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 Processes 84.1 (2011): 55-84.
Song, Qingshuo, Stockbridge, Richard, and Zhu, Chao. “On Optimal Harvesting Problems in Random Environments.” SIAM Journal on Control and Optimization 49.2 (2011): 830–858.
Helmes, Kurt L., and Stockbridge, Richard. “Thinning and Harvesting of Stochastic Forest Models.” Journal of Economic Dynamics and Control 35.1 (2011): 25-39.
Helmes, Kurt L., and Stockbridge, Richard. “Construction of the Value Function and Stopping Rules for Optimal Stopping of One-Dimensional Diffusions.” Advances in Applied Probability 42.1 (2010): 158-182.

Richard Stockbridge on MathSciNet