| Publication | Date of Publication | Type |
|---|
| Stochastic optimal control in Hilbert spaces: $C^{1,1}$ regularity of the value function and optimal synthesis via viscosity solutions | 2023-10-04 | Paper |
| Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise | 2023-05-04 | Paper |
| Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models | 2023-02-17 | Paper |
| Aleksandrov-Bakelman-Pucci maximum principle for \(L^p\)-viscosity solutions of equations with unbounded terms | 2022-12-01 | Paper |
| Existence of solutions to a fully nonlinear free transmission problem | 2022-03-23 | Paper |
| Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions | 2021-07-07 | Paper |
| Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures | 2021-03-19 | Paper |
| Viscosity solutions to an initial value problem for a Hamilton-Jacobi equation with a degenerate Hamiltonian occurring in the dynamics of peakons | 2021-02-16 | Paper |
| A fully nonlinear degenerate free transmission problem | 2020-08-16 | Paper |
| Pointwise properties of \(L^p\)-viscosity solutions of uniformly elliptic equations with quadratically growing gradient terms | 2020-03-26 | Paper |
| Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations | 2020-02-21 | Paper |
| Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems | 2020-01-22 | Paper |
| Coupling Lévy measures and comparison principles for viscosity solutions | 2019-10-31 | Paper |
| Weak Harnack inequality for fully nonlinear uniformly parabolic equations with unbounded ingredients and applications | 2019-07-17 | Paper |
| A note on the upper perturbation property and removable sets for fully nonlinear degenerate elliptic PDE | 2019-02-28 | Paper |
| Corrigendum to: ``Aleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE | 2018-09-27 | Paper |
| Aleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE | 2017-12-20 | Paper |
| Stochastic Optimal Control in Infinite Dimension | 2017-03-20 | Paper |
| Integro-PDE in Hilbert spaces: existence of viscosity solutions | 2016-11-25 | Paper |
| Scaling limits for conditional diffusion exit problems and asymptotics for nonlinear elliptic equations | 2016-03-08 | Paper |
| Uniqueness of viscosity solutions for a class of integro-differential equations | 2015-11-09 | Paper |
| Existence of a solution to an equation arising from the theory of mean field games | 2015-09-22 | Paper |
| Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes | 2015-09-11 | Paper |
| Representation formulas for solutions of Isaacs integro-PDE | 2014-06-06 | Paper |
| Optimal transport and large number of particles | 2013-11-11 | Paper |
| Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures | 2013-09-04 | Paper |
| Local maximum principle for \(L^p\)-viscosity solutions of fully nonlinear elliptic PDEs with unbounded coefficients | 2013-04-30 | Paper |
| Uniqueness for integro-PDE in Hilbert spaces | 2013-02-15 | Paper |
| Sub- and Super-optimality Principles and Construction of Almost Optimal Strategies for Differential Games in Hilbert Spaces | 2011-08-08 | Paper |
| Existence of strong solutions of Pucci extremal equations with superlinear growth in \(Du\) | 2011-04-13 | Paper |
| Large deviations for stochastic PDE with Lévy noise | 2011-01-28 | Paper |
| Verification theorem and construction of $\epsilon$-optimal controls for control of abstract evolution equations | 2010-06-17 | Paper |
| Weak Harnack inequality for fully nonlinear uniformly elliptic PDE with unbounded ingredients | 2009-09-15 | Paper |
| A PDE approach to large deviations in Hilbert spaces | 2009-05-06 | Paper |
| Regularity for obstacle problems in infinite dimensional Hilbert spaces | 2009-01-27 | Paper |
| Maximum principle for fully nonlinear equations via the iterated comparison function method | 2007-11-05 | Paper |
| Perron's method and the method of relaxed limits for ``unbounded PDE in Hilbert spaces | 2007-01-10 | Paper |
| Maximum principle and existence of \(L^p\)-viscosity solutions for fully nonlinear uniformly elliptic equations with measurable and quadratic terms | 2005-06-14 | Paper |
| Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations | 2005-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453321 | 2004-03-07 | Paper |
| \(W^{1,p}\)-interior estimates for solutions of fully nonlinear, uniformly elliptic equations | 2003-09-25 | Paper |
| Viscosity solutions of an infinite-dimensional Black-Scholes-Barenblatt equation | 2003-08-18 | Paper |
| Viscosity solutions of dynamic-programming equations for the optimal control of the two-dimensional Navier-Stokes equations | 2002-09-25 | Paper |
| Optimal stopping in Hilbert spaces and pricing of American options | 2002-09-03 | Paper |
| Risk-sensitive control and differential games in infinite dimensions | 2002-08-25 | Paper |
| Lp- Theory for fully nonlinear uniformly parabolic equations | 2001-10-07 | Paper |
| Incentive compatibility constraints and dynamic programming in continuous time | 2001-03-20 | Paper |
| Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control | 2000-03-19 | Paper |
| Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4256569 | 1999-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352385 | 1998-08-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4364493 | 1998-04-23 | Paper |
| Optimal maps for the multidimensional Monge-Kantorovich problem | 1997-09-15 | Paper |
| On differential games for infinite-dimensional systems with nonlinear, unbounded operators | 1997-08-28 | Paper |
| Another approach to the existence of value functions of stochastic differential games | 1997-04-29 | Paper |
| On viscosity solutions of fully nonlinear equations with measurable ingredients | 1997-01-27 | Paper |
| Perturbed optimization on product spaces | 1996-02-06 | Paper |
| Second order unbounded parabolic equations in separated form | 1995-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4321119 | 1995-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4313775 | 1995-05-15 | Paper |
| Spectral characterization of operators with precompact orbit | 1990-01-01 | Paper |
