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Cites work
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- An Introductory Approach to Duality in Optimal Stochastic Control
- Characterization of Markovian equilibria in a class of differential games
- Conjugate convex functions in optimal stochastic control
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- Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
- New approach to stochastic optimal control
- New method to characterize subgame perfect Nash equilibria in differential games
- Optimal feedback control of nonlinear systems
- Optimum consumption and portfolio rules in a continuous-time model
- SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
- The optimal control of diffusions
Cited in
(21)- Stochastic variational formula for fundamental solutions of parabolic PDE
- Optimal control in wide-sense stationary continuous-time stochastic models
- A practical variational approach to stochastic optimal control via state moment equations
- Stochastic optimal control and simulations with application to the cashew nut sector in Senegal
- Moment characteristic method in the optimal control theory of diffusion-type stochastic systems
- The optimal investment, liability and dividends in insurance
- Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset
- Optimal control without solving the Bellman equation
- New approach to stochastic optimal control
- Solving stochastic optimal control problems by a Wiener chaos approach
- Solving stochastic optimal control problem via stochastic maximum principle with deep learning method
- Stochastic optimal control to a nonlinear differential game
- Pathwise Stochastic Optimal Control
- scientific article; zbMATH DE number 4095366 (Why is no real title available?)
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- Markov perfect Nash equilibria in models with a single capital stock
- Dynamic potential games: the discrete-time stochastic case
- On a PDE arising in one-dimensional stochastic control problems
- A new method of proving structural properties for certain class of stochastic dynamic control problems
- A computational stochastic dynamic model to assess the risk of breakup in a romantic relationship
- On some recent aspects of stochastic control and their applications
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