Richard Stockbridge

Distinguished Professor
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

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.
Song, Qingshuo, Stockbridge, Richard, and Zhu, Chao. “On Optimal Harvesting Problems in Random Environments” SIAM Journal on Control and Optimization49.2 (2011): 830--858.
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.

Richard Stockbridge on MathSciNet