| Publication | Date of Publication | Type |
|---|
On optimal control of coupled mean-field forward-backward stochastic equations
Random Operators and Stochastic Equations | 2024-11-26 | Paper |
The relaxed stochastic maximum principle in singular optimal control of jump diffusions
Bulletin of the Malaysian Mathematical Sciences Society. Second Series | 2024-01-16 | Paper |
Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient
Stochastics | 2022-07-05 | Paper |
On the well-posedness of coupled forward-backward stochastic differential equations driven by Teugels martingales
Mathematical Methods in the Applied Sciences | 2021-01-12 | Paper |
Stability of McKean-Vlasov stochastic differential equations and applications
Stochastics and Dynamics | 2020-04-07 | Paper |
On the relaxed mean-field stochastic control problem
Stochastics and Dynamics | 2018-05-23 | Paper |
On optimal control of forward-backward stochastic differential equations
Afrika Matematika | 2018-02-01 | Paper |
Near-optimality conditions in stochastic control of linear fully coupled FBSDEs
Afrika Matematika | 2018-01-17 | Paper |
A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus
Afrika Matematika | 2018-01-17 | Paper |
The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps
Afrika Statistika | 2017-10-12 | Paper |
Existence and optimality conditions for relaxed mean-field stochastic control problems
Systems & Control Letters | 2017-10-06 | Paper |
The maximum principle in optimal control of systems driven by martingale measures
Afrika Statistika | 2017-05-16 | Paper |
Existence of optimal controls for systems governed by mean-field stochastic differential equations
Afrika Statistika | 2015-01-14 | Paper |
Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games
Random Operators and Stochastic Equations | 2014-09-17 | Paper |
The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions
International Journal of Stochastic Analysis | 2014-04-09 | Paper |
A stochastic maximum principle in mean-field optimal control problems for jump diffusions
Arab Journal of Mathematical Sciences | 2013-10-28 | Paper |
Optimality conditions for partial information stochastic control problems driven by Lévy processes
Systems & Control Letters | 2012-12-13 | Paper |
On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control
Stochastics | 2012-11-09 | Paper |
Existence and optimality conditions in stochastic control of linear BSDEs
Random Operators and Stochastic Equations | 2011-11-26 | Paper |
Near optimality conditions in stochastic control of jump diffusion processes
Systems & Control Letters | 2011-11-24 | Paper |
Existence of optimal controls for systems driven by FBSDEs
Systems & Control Letters | 2011-05-31 | Paper |
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients
Random Operators and Stochastic Equations | 2011-02-22 | Paper |
Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs
Systems & Control Letters | 2010-06-17 | Paper |
Weak solutions and a Yamada–Watanabe theorem for FBSDEs
Random Operators and Stochastic Equations | 2009-08-08 | Paper |
Optimality necessary conditions in singular stochastic control problems with nonsmooth data
Journal of Mathematical Analysis and Applications | 2009-06-10 | Paper |
On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients
Applied Mathematics and Optimization | 2008-04-03 | Paper |
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions
SIAM Journal on Control and Optimization | 2008-04-03 | Paper |
Approximation and optimality necessary conditions in relaxed stochastic control problems
Journal of Applied Mathematics and Stochastic Analysis | 2007-09-10 | Paper |
A general stochastic maximum principle for singular control problems
Electronic Journal of Probability | 2006-11-03 | Paper |
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Prevalence of backward stochastic differential equations with unique solution
Journal of Applied Mathematics and Stochastic Analysis | 2005-05-09 | Paper |
A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients
Journal of Applied Mathematics and Stochastic Analysis | 2004-02-08 | Paper |
Some properties of solutions of stochastic differential equations driven by semi-martingales
Random Operators and Stochastic Equations | 2003-08-07 | Paper |
Necessary conditions for optimality in relaxed stochastic control problems
Stochastics and Stochastic Reports | 2002-01-01 | Paper |
Some generic properties in backward stochastic differential equations with continuous coefficient
Monte Carlo Methods and Applications | 2001-07-12 | Paper |
Approximation in optimal control of diffusion processes
Random Operators and Stochastic Equations | 2001-07-11 | Paper |
scientific article; zbMATH DE number 1210402 (Why is no real title available?)
| 1999-04-19 | Paper |
Some generic properties of stochastic differential equations
Stochastics and Stochastic Reports | 1998-08-09 | Paper |
The maximum principle for optimal control of diffusions with non-smooth coefficients
Stochastics and Stochastic Reports | 1998-07-12 | Paper |
Some LP local estimates related to the solutions of stochastic differential equations and application to stochastic flows
Random Operators and Stochastic Equations | 1996-11-07 | Paper |
Necessary conditions for optimality for a diffusion with a non-smooth drift
Stochastics | 1988-01-01 | Paper |
