Richard Stockbridge



Office: EMS W447

Phone: (414) 229-3947

Educational Degrees

Ph.D., Wisconsin, 1987
M.A., Wisconsin, 1984
B.S., St. Lawrence University, 1976

Research Interests

  • Stochastic Control Theory
  • Optimal Stopping
  • Numerical Solution of Stochastic Control Problems
  • Applications of Stochastic Processes
  • Mathematical Finance

Selected Service, Projects, and Publications

  • Former Graduate Program Coordinator
  • Visiting Professor, University of Botswana, Gaberone, Botswana, Fall 2008
  • Principal Investigator, Analysis, Control and Stopping of Singular Stochastic Control Problems, NSA grant, 2008.
  • Determining the Optimal Control of Singular Stochastic Processes using Linear Programming, Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz, S. N. Ethier, Jin Feng, R. H. Stockbridge (eds.), IMS Collections 4 (2008), 137-153, with K. Helmes.
  • Numerical Solution of a Long-term Average Control Problem for Singular Stochastic Processes, Mathematical Methods of Operations Research, 66 (2007), 451-473, with P. Kaczmarek, S. T. Kent, G. A. Rus, and B. A. Wade.
  • Linear Programming Approach to the Optimal Stopping of Singular Stochastic Processes, Stochastics: An International Journal of Probability and Stochastic Processes, 79 (2007), 309-335, with K. Helmes.

Richard Stockbridge on MathSciNet