| Publication | Date of Publication | Type |
|---|
| On optimal control of coupled mean-field forward-backward stochastic equations | 2024-11-26 | Paper |
| The relaxed stochastic maximum principle in singular optimal control of jump diffusions | 2024-01-16 | Paper |
| Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient | 2022-07-05 | Paper |
| On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales | 2021-01-12 | Paper |
| Stability of McKean–Vlasov stochastic differential equations and applications | 2020-04-07 | Paper |
| On the relaxed mean-field stochastic control problem | 2018-05-23 | Paper |
| On optimal control of forward-backward stochastic differential equations | 2018-02-01 | Paper |
| Near-optimality conditions in stochastic control of linear fully coupled FBSDEs | 2018-01-17 | Paper |
| A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus | 2018-01-17 | Paper |
| The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps | 2017-10-12 | Paper |
| Existence and optimality conditions for relaxed mean-field stochastic control problems | 2017-10-06 | Paper |
| The maximum principle in optimal control of systems driven by martingale measures | 2017-05-16 | Paper |
| Existence of optimal controls for systems governed by mean-field stochastic differential equations | 2015-01-14 | Paper |
| Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games | 2014-09-17 | Paper |
| The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions | 2014-04-09 | Paper |
| A stochastic maximum principle in mean-field optimal control problems for jump diffusions | 2013-10-28 | Paper |
| Optimality conditions for partial information stochastic control problems driven by Lévy processes | 2012-12-13 | Paper |
| On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control† | 2012-11-09 | Paper |
| Existence and optimality conditions in stochastic control of linear BSDEs | 2011-11-26 | Paper |
| Near optimality conditions in stochastic control of jump diffusion processes | 2011-11-24 | Paper |
| Existence of optimal controls for systems driven by FBSDEs | 2011-05-31 | Paper |
| The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients | 2011-02-22 | Paper |
| Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs | 2010-06-17 | Paper |
| Weak solutions and a Yamada–Watanabe theorem for FBSDEs | 2009-08-08 | Paper |
| Optimality necessary conditions in singular stochastic control problems with nonsmooth data | 2009-06-10 | Paper |
| On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients | 2008-04-03 | Paper |
| The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions | 2008-04-03 | Paper |
| Approximation and optimality necessary conditions in relaxed stochastic control problems | 2007-09-10 | Paper |
| A general stochastic maximum principle for singular control problems | 2006-11-03 | Paper |
| Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient | 2005-08-05 | Paper |
| Prevalence of backward stochastic differential equations with unique solution | 2005-05-09 | Paper |
| A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients | 2004-02-08 | Paper |
| Some properties of solutions of stochastic differential equations driven by semi-martingales | 2003-08-07 | Paper |
| Necessary conditions for optimality in relaxed stochastic control problems | 2002-01-01 | Paper |
| Some generic properties in backward stochastic differential equations with continuous coefficient | 2001-07-12 | Paper |
| Approximation in optimal control of diffusion processes | 2001-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213420 | 1999-04-19 | Paper |
| Some generic properties of stochastic differential equations | 1998-08-09 | Paper |
| The maximum principle for optimal control of diffusions with non-smooth coefficients | 1998-07-12 | Paper |
| Some LP local estimates related to the solutions of stochastic differential equations and application to stochastic flows | 1996-11-07 | Paper |
| Necessary conditions for optimality for a diffusion with a non-smooth drift | 1988-01-01 | Paper |
