Applied Mathematics and Optimization

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#	Title	Journal	Year	Citations
1	The internal model principle for linear multivariable regulators	Applied Mathematics and Optimization	1975	961
2	A Strong Maximum Principle for some quasilinear elliptic equations	Applied Mathematics and Optimization	1984	876
3	Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework	Applied Mathematics and Optimization	2000	798
4	Regularity and stability for the mathematical programming problem in Banach spaces	Applied Mathematics and Optimization	1979	349
5	New Conjugacy Conditions and Related Nonlinear Conjugate Gradient Methods	Applied Mathematics and Optimization	2001	343
6	Pareto optimality in multiobjective problems	Applied Mathematics and Optimization	1977	330
7	On the pricing of American options	Applied Mathematics and Optimization	1988	310
8	Generalized Hessian matrix and second-order optimality conditions for problems withC 1,1 data	Applied Mathematics and Optimization	1984	303
9	Backward stochastic differential equations and applications to optimal control	Applied Mathematics and Optimization	1993	284
10	A Spectral Conjugate Gradient Method for Unconstrained Optimization	Applied Mathematics and Optimization	2001	251
11	Approximation of the viability kernel	Applied Mathematics and Optimization	1994	245
12	A Maximum Principle for SDEs of Mean-Field Type	Applied Mathematics and Optimization	2011	241
13	Metric regularity, tangent sets, and second-order optimality conditions	Applied Mathematics and Optimization	1990	218
14	Risk-Sensitive Dynamic Asset Management	Applied Mathematics and Optimization	1999	216
15	A General Stochastic Maximum Principle for SDEs of Mean-field Type	Applied Mathematics and Optimization	2011	204
16	A numerical approach to the infinite horizon problem of deterministic control theory	Applied Mathematics and Optimization	1987	183
17	Uniform stabilization of the wave equation with Dirichlet or Neumann feedback control without geometrical conditions	Applied Mathematics and Optimization	1992	181
18	Semilinear equations in ? N without condition at infinity	Applied Mathematics and Optimization	1984	167
19	A Class of Projection and Contraction Methods for Monotone Variational Inequalities	Applied Mathematics and Optimization	1997	160
20	Unified theory for abstract parabolic boundary problems?a semigroup approach	Applied Mathematics and Optimization	1980	159
21	On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming	Applied Mathematics and Optimization	1983	158
22	Exponentially Stable Stationary Solutions for Stochastic Evolution Equations and Their Perturbation	Applied Mathematics and Optimization	2004	156
23	Convexity and Weighted Integral Inequalities for Energy Decay Rates of Nonlinear Dissipative Hyperbolic Systems	Applied Mathematics and Optimization	2005	156
24	Exit probabilities and optimal stochastic control	Applied Mathematics and Optimization	1977	154
25	Partial inverse of a monotone operator	Applied Mathematics and Optimization	1983	154
26	A class of projection and contraction methods for monotone variational inequalities	Applied Mathematics and Optimization	1997	151
27	Feedback stabilization of distributed semilinear control systems	Applied Mathematics and Optimization	1979	149
28	Stochastic 2D Hydrodynamical Type Systems: Well Posedness and Large Deviations	Applied Mathematics and Optimization	2010	149
29	About the stability of the inverse problem in 1-D wave equations?application to the interpretation of seismic profiles	Applied Mathematics and Optimization	1979	147
30	Boundary feedback stabilizability of parabolic equations	Applied Mathematics and Optimization	1980	138
31	Hamilton--Jacobi Equations and Distance Functions on Riemannian Manifolds	Applied Mathematics and Optimization	2002	137
32	Local analysis of Newton-type methods for variational inequalities and nonlinear programming	Applied Mathematics and Optimization	1994	135
33	Approximate solutions of the bellman equation of deterministic control theory	Applied Mathematics and Optimization	1984	128
34	Exact controllability of semilinear abstract systems with application to waves and plates boundary control problems	Applied Mathematics and Optimization	1991	128
35	The transition between the Stokes equations and the Reynolds equation: A mathematical proof	Applied Mathematics and Optimization	1986	126
36	Dual spaces of stresses and strains, with applications to Hencky plasticity	Applied Mathematics and Optimization	1983	123
37	Exact controllability of the wave equation with Neumann boundary control	Applied Mathematics and Optimization	1989	122
38	Convergence of approximations vs. regularity of solutions for convex, control-constrained optimal-control problems	Applied Mathematics and Optimization	1982	118
39	Wiener's criterion and Γ-convergence	Applied Mathematics and Optimization	1987	118
40	A cosine operator approach to modelingL 2(0,T; L 2 (?))?Boundary input hyperbolic equations	Applied Mathematics and Optimization	1981	117
41	Synthesis of multivariable regulators: The internal model principle	Applied Mathematics and Optimization	1974	115
42	Regularity of hyperbolic equations underL 2(0,T; L 2 (?))-Dirichlet boundary terms	Applied Mathematics and Optimization	1983	115
43	Optimal portfolio for a small investor in a market model with discontinuous prices	Applied Mathematics and Optimization	1990	115
44	A Study in the BV Space of a Denoising--Deblurring Variational Problem	Applied Mathematics and Optimization	2001	115
45	Nouvelles Methodes en Contr�le Impulsionnel	Applied Mathematics and Optimization	1975	114
46	Remarks on the algebraic Riccati equation in Hilbert space	Applied Mathematics and Optimization	1975	112
47	Stochastic 2-D Navier--Stokes Equation	Applied Mathematics and Optimization	2002	112
48	A new trust region algorithm for bound constrained minimization	Applied Mathematics and Optimization	1994	109
49	Infinite horizon autonomous systems with unbounded cost	Applied Mathematics and Optimization	1985	108
50	Homogenization of elliptic eigenvalue problems: Part 1	Applied Mathematics and Optimization	1979	106

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