| Publication | Date of Publication | Type |
|---|
Optimal control of stochastic delay differential equations: optimal feedback controls
Journal of Differential Equations | 2025-01-20 | Paper |
Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs
Calculus of Variations and Partial Differential Equations | 2024-07-08 | Paper |
| 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
SIAM Journal on Control and Optimization | 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
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2022-12-01 | Paper |
Existence of solutions to a fully nonlinear free transmission problem
Journal of Differential Equations | 2022-03-23 | Paper |
Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions
ESAIM: Control, Optimisation and Calculus of Variations | 2021-07-07 | Paper |
Finite dimensional approximations of Hamilton-Jacobi-Bellman equations in spaces of probability measures
SIAM Journal on Mathematical Analysis | 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
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 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
Discrete and Continuous Dynamical Systems | 2020-03-26 | Paper |
Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations
The Annals of Applied Probability | 2020-02-21 | Paper |
Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations
The Annals of Applied Probability | 2020-02-21 | Paper |
Viscosity solutions to HJB equations for boundary-noise and boundary-control problems
SIAM Journal on Control and Optimization | 2020-01-22 | Paper |
Coupling Lévy measures and comparison principles for viscosity solutions
Transactions of the American Mathematical Society | 2019-10-31 | Paper |
Weak Harnack inequality for fully nonlinear uniformly parabolic equations with unbounded ingredients and applications
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2019-07-17 | Paper |
A note on the upper perturbation property and removable sets for fully nonlinear degenerate elliptic PDE
NoDEA. Nonlinear Differential Equations and Applications | 2019-02-28 | Paper |
Corrigendum to: ``Aleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE
Journal of Differential Equations | 2018-09-27 | Paper |
Aleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE
Journal of Differential Equations | 2017-12-20 | Paper |
Stochastic Optimal Control in Infinite Dimension
Probability Theory and Stochastic Modelling | 2017-03-20 | Paper |
Integro-PDE in Hilbert spaces: existence of viscosity solutions
Potential Analysis | 2016-11-25 | Paper |
Scaling limits for conditional diffusion exit problems and asymptotics for nonlinear elliptic equations
Transactions of the American Mathematical Society | 2016-03-08 | Paper |
Scaling limits for conditional diffusion exit problems and asymptotics for nonlinear elliptic equations
Transactions of the American Mathematical Society | 2016-03-08 | Paper |
Uniqueness of viscosity solutions for a class of integro-differential equations
NoDEA. Nonlinear Differential Equations and Applications | 2015-11-09 | Paper |
Existence of a solution to an equation arising from the theory of mean field games
Journal of Differential Equations | 2015-09-22 | Paper |
Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes
Calculus of Variations and Partial Differential Equations | 2015-09-11 | Paper |
Representation formulas for solutions of Isaacs integro-PDE
Indiana University Mathematics Journal | 2014-06-06 | Paper |
Representation formulas for solutions of Isaacs integro-PDE
Indiana University Mathematics Journal | 2014-06-06 | Paper |
Optimal transport and large number of particles
Discrete and Continuous Dynamical Systems | 2013-11-11 | Paper |
Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures (with Appendix B by Atanas Stefanov)
Transactions of the American Mathematical Society | 2013-09-04 | Paper |
Local maximum principle for \(L^p\)-viscosity solutions of fully nonlinear elliptic PDEs with unbounded coefficients
Communications on Pure and Applied Analysis | 2013-04-30 | Paper |
Uniqueness for integro-PDE in Hilbert spaces
Potential Analysis | 2013-02-15 | Paper |
Sub- and super-optimality principles and construction of almost optimal strategies for differential games in Hilbert spaces
Annals of the International Society of Dynamic Games | 2011-08-08 | Paper |
Existence of strong solutions of Pucci extremal equations with superlinear growth in \(Du\)
Journal of Fixed Point Theory and Applications | 2011-04-13 | Paper |
Large deviations for stochastic PDE with Lévy noise
Journal of Functional Analysis | 2011-01-28 | Paper |
| Verification theorem and construction of \(\epsilon \)-optimal controls for control of abstract evolution equations | 2010-06-17 | Paper |
Verification theorem and construction of \(\epsilon \)-optimal controls for control of abstract evolution equations
(available as arXiv preprint) | 2010-06-17 | Paper |
Weak Harnack inequality for fully nonlinear uniformly elliptic PDE with unbounded ingredients
Journal of the Mathematical Society of Japan | 2009-09-15 | Paper |
A PDE approach to large deviations in Hilbert spaces
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Regularity for obstacle problems in infinite dimensional Hilbert spaces
Advances in Mathematics | 2009-01-27 | Paper |
Maximum principle for fully nonlinear equations via the iterated comparison function method
Mathematische Annalen | 2007-11-05 | Paper |
Perron's method and the method of relaxed limits for ``unbounded PDE in Hilbert spaces
Studia Mathematica | 2007-01-10 | Paper |
Maximum principle and existence of \(L^p\)-viscosity solutions for fully nonlinear uniformly elliptic equations with measurable and quadratic terms
NoDEA. Nonlinear Differential Equations and Applications | 2005-06-14 | Paper |
Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations
Communications on Pure and Applied Mathematics | 2005-05-04 | Paper |
| scientific article; zbMATH DE number 2051047 (Why is no real title available?) | 2004-03-07 | Paper |
\(W^{1,p}\)-interior estimates for solutions of fully nonlinear, uniformly elliptic equations
Advances in Differential Equations | 2003-09-25 | Paper |
Viscosity solutions of an infinite-dimensional Black-Scholes-Barenblatt equation
Applied Mathematics and Optimization | 2003-08-18 | Paper |
Viscosity solutions of dynamic-programming equations for the optimal control of the two-dimensional Navier-Stokes equations
Archive for Rational Mechanics and Analysis | 2002-09-25 | Paper |
Optimal stopping in Hilbert spaces and pricing of American options
Mathematical Methods of Operations Research | 2002-09-03 | Paper |
Risk-sensitive control and differential games in infinite dimensions
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2002-08-25 | Paper |
Good and viscosity solutions of fully nonlinear elliptic equations
Proceedings of the American Mathematical Society | 2001-12-10 | Paper |
Lp- Theory for fully nonlinear uniformly parabolic equations
Communications in Partial Differential Equations | 2001-10-07 | Paper |
Incentive compatibility constraints and dynamic programming in continuous time
Journal of Mathematical Economics | 2001-03-20 | Paper |
Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
SIAM Journal on Control and Optimization | 2000-03-19 | Paper |
Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
Journal of Functional Analysis | 2000-01-01 | Paper |
| scientific article; zbMATH DE number 1316346 (Why is no real title available?) | 1999-07-19 | Paper |
| scientific article; zbMATH DE number 1054835 (Why is no real title available?) | 1998-08-03 | Paper |
| scientific article; zbMATH DE number 1088178 (Why is no real title available?) | 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
Journal of Mathematical Analysis and Applications | 1997-08-28 | Paper |
Another approach to the existence of value functions of stochastic differential games
Journal of Mathematical Analysis and Applications | 1997-04-29 | Paper |
| On viscosity solutions of fully nonlinear equations with measurable ingredients | 1997-01-27 | Paper |
Perturbed optimization on product spaces
Nonlinear Analysis: Theory, Methods & Applications | 1996-02-06 | Paper |
Second order unbounded parabolic equations in separated form
Studia Mathematica | 1995-12-11 | Paper |
| scientific article; zbMATH DE number 713682 (Why is no real title available?) | 1995-09-21 | Paper |
| scientific article; zbMATH DE number 696902 (Why is no real title available?) | 1995-05-15 | Paper |
Spectral characterization of operators with precompact orbit
Studia Mathematica | 1990-01-01 | Paper |
Optimal control of stochastic delay differential equations: Optimal feedback controls
(available as arXiv preprint) | N/A | Paper |
