Martingale approach to stochastic differential games of control and stopping (Q941305): Difference between revisions

@@ Property / cites work @@
+Minimizing the probability of lifetime ruin under borrowing constraints
+Normal rank
@@ Property / cites work @@
+Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
+Normal rank
@@ Property / cites work @@
+Existence of Optimal Stochastic Control Laws
@@ Property / cites work: Existence of Optimal Stochastic Control Laws / rank @@
+Normal rank
@@ Property / cites work @@
+Q3935745
@@ Property / cites work: Q3935745 / rank @@
+Normal rank
@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+An Introductory Approach to Duality in Optimal Stochastic Control
+Normal rank
@@ Property / cites work @@
+Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with reflection and Dynkin games
+Normal rank
@@ Property / cites work @@
+On the Existence of Optimal Policies in Stochastic Control
+Normal rank
@@ Property / cites work @@
+Q4198589
@@ Property / cites work: Q4198589 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Programming Conditions for Partially Observable Stochastic Systems
+Normal rank
@@ Property / cites work @@
+A problem of singular stochastic control with discretionary stopping
+Normal rank
@@ Property / cites work @@
+Q4131339
@@ Property / cites work: Q4131339 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Solutions of a Stochastic Control System
@@ Property / cites work: On the Solutions of a Stochastic Control System / rank @@
+Normal rank
@@ Property / cites work @@
+Q3925594
@@ Property / cites work: Q3925594 / rank @@
+Normal rank
@@ Property / cites work @@
+Compactification methods in the control of degenerate diffusions: existence of an optimal control
+Normal rank
@@ Property / cites work @@
+The Optimal Control of a Stochastic System
@@ Property / cites work: The Optimal Control of a Stochastic System / rank @@
+Normal rank
@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations for the non linear filtering problem
+Normal rank
@@ Property / cites work @@
+Mixed Zero-Sum Stochastic Differential Game and American Game Options
+Normal rank
@@ Property / cites work @@
+Backward equations, stochastic control and zero-sum stochastic differential games
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs and mixed game problem
@@ Property / cites work: Reflected BSDEs and mixed game problem / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726159
@@ Property / cites work: Q4726159 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Existence of Optimal Controls
@@ Property / cites work: On the Existence of Optimal Controls / rank @@
+Normal rank
@@ Property / cites work @@
+On a variational inequality associated with a stopping game combined with a control
+Normal rank
@@ Property / cites work @@
+Hedging American contingent claims with constrained portfolios
+Normal rank
@@ Property / cites work @@
+A leavable bounded-velocity stochastic control problem.
+Normal rank
@@ Property / cites work @@
+Finite-Fuel Singular Control With Discretionary Stopping
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Control and stopping of a diffusion process on an interval
+Normal rank
@@ Property / cites work @@
+The controller-and-stopper game for a linear diffusion.
+Normal rank
@@ Property / cites work @@
+Q3511595
@@ Property / cites work: Q3511595 / rank @@
+Normal rank
@@ Property / cites work @@
+A barrier option of American type
@@ Property / cites work: A barrier option of American type / rank @@
+Normal rank
@@ Property / cites work @@
+Utility Maximization with Discretionary Stopping
@@ Property / cites work: Utility Maximization with Discretionary Stopping / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale approach to stochastic control with discretionary stopping
+Normal rank
@@ Property / cites work @@
+SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
+Normal rank
@@ Property / cites work @@
+On the stochastic maximum principle. Fixed time of control
+Normal rank
@@ Property / cites work @@
+Q4881151
@@ Property / cites work: Q4881151 / rank @@
+Normal rank
@@ Property / cites work @@
+Variational Inequalities for Combined Control and Stopping
+Normal rank
@@ Property / cites work @@
+Q4114574
@@ Property / cites work: Q4114574 / rank @@
+Normal rank
@@ Property / cites work @@
+A Degenerate Variance Control Problem with Discretionary Stopping
+Normal rank
@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
+Normal rank
@@ Property / cites work @@
+Q4508926
@@ Property / cites work: Q4508926 / rank @@
+Normal rank
@@ Property / cites work @@
+A controller and a stopper game with degenerate variance control
+Normal rank
@@ Property / OpenAlex ID @@
+W2117611656
@@ Property / OpenAlex ID: W2117611656 / rank @@
+Normal rank