On the smoothness of value functions and the existence of optimal strategies in diffusion models
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- Envelope Theorems for Arbitrary Choice Sets
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- On Boundary Value Problems for Systems of Ordinary, Nonlinear, Second Order Differential Equations
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- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Optimum consumption and portfolio rules in a continuous-time model
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- Strategic Experimentation
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- Perpetual American options with asset-dependent discounting
- Optimal learning before choice
- Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products
- Smoothness of the policy function in continuous-time economic models. The one-dimensional case
- Robust time-inconsistent stochastic control problems
- Optimal contract with moral hazard for public private partnerships
- Smooth value functions for a class of nonsmooth utility maximization problems
- Parallel search for information in continuous time -- optimal stopping and geometry of the PDE
- Fomenting conflict
- Risk aversion with nothing to lose
- Near optimal tracking control of a class of non-linear systems and an experimental comparison
- A portfolio choice problem under risk capacity constraint
- Persistence in a dynamic moral hazard game
- Introduction to symposium on dynamic contracts and mechanism design
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting
- Competitive real options under private information
- Consumer strategy, vendor strategy and equilibrium in duopoly markets with production costs
- Learning about profitability and dynamic cash management
- Ambiguity in dynamic contracts
- A two-dimensional control problem arising from dynamic contracting theory
- Note on the (non-)smoothness of discrete time value functions in optimal stopping
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