A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations
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Cited in
(36)- Prediction with expert advice: a PDE perspective
- On the horizontal mean curvature flow for axisymmetric surfaces in the Heisenberg group
- An obstacle problem arising in large exponent limit of power mean curvature flow equation
- Min-max formulas for nonlocal elliptic operators
- A probabilistic numerical method for fully nonlinear parabolic PDEs
- Waiting time effect for motion by positive second derivatives and applications
- Option pricing with linear market impact and nonlinear Black-Scholes equations
- Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample
- Semiconvexity of viscosity solutions to fully nonlinear evolution equations via discrete games
- General existence of solutions to dynamic programming equations
- An approximation scheme for stochastic controls in continuous time
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- On quadratic approximations for Hamilton-Jacobi-Bellman equations
- An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity
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- Differentiability of the arrival time
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- Introduction to random tug-of-war games and PDEs
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- Game theoretical methods in PDEs
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- A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations
- Online Prediction with <scp>History‐Dependent</scp> Experts: The General Case
- A PDE Approach to the Prediction of a Binary Sequence with Advice from Two History‐Dependent Experts
- The limit shape of convex hull peeling
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