The following pages link to Jean-Pierre Lepeltier (Q588425):
Displaying 50 items.
- A solvable stochastic control problem in hyperbolic three space (Q579213) (← links)
- An algorithm for discounted switching control stochastic games (Q580202) (← links)
- (Q593406) (redirect page) (← links)
- (Q674052) (redirect page) (← links)
- Zero-sum stochastic differential games and backward equations (Q674053) (← links)
- Correlated equilibrium in stochastic games (Q700122) (← links)
- Construction of Nash equilibria in symmetric stochastic games of capital accumulation. (Q703151) (← links)
- (Q805587) (redirect page) (← links)
- The application of the separation principle for the linear continuous systems with coloured noise (Q805588) (← links)
- One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\) (Q880473) (← links)
- A pursuit-evasion problem where the pursuer is in its coasting phase (Q920034) (← links)
- Rabbit and hunter game: Two discrete stochastic formulations (Q1091961) (← links)
- Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past) (Q1099502) (← links)
- A short proof of a martingale representation result (Q1103266) (← links)
- (Q1115003) (redirect page) (← links)
- Stochastic control and nonequilibrium thermodynamical systems (Q1115004) (← links)
- A game with three players (Q1115008) (← links)
- (Q1167993) (redirect page) (← links)
- Arc length associated to a Markov process (Q1167994) (← links)
- Optimum \(H^ \infty\) designs under sampled state measurements (Q1175509) (← links)
- Remarks on optimal controls of stochastic partial differential equations (Q1175511) (← links)
- Conditional expectation of integrands and random sets (Q1178436) (← links)
- Malliavin calculus and regularity of the density of an invariant probability for a Markov chain (Q1203110) (← links)
- Mixed control problem under partial observation (Q1205512) (← links)
- Proportional navigation and the game of two cars: The case of a pursuer with variable speed (Q1264102) (← links)
- The game of two cars with a containment probability as a cost function: The case of variable speed (Q1264103) (← links)
- Markov equilibria in discounted stochastic games (Q1290840) (← links)
- Last hitting time for the integral of the Brownian motion (Q1315400) (← links)
- Monitoring cooperative equilibria in a stochastic differential game (Q1331106) (← links)
- Extensions of gambler's ruin with even odds: multinomial and other models (Q1347987) (← links)
- Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes (Q1364398) (← links)
- Large deviations of diffusions on Besov-Orlicz spaces (Q1376550) (← links)
- Backward stochastic differential equations: The locally Lipschitz case (Q1378147) (← links)
- Backward stochastic differential equations with continuous coefficient (Q1380556) (← links)
- Nonanticipative risk sensitive control: the martingale method. (Q1423138) (← links)
- On a new class of nonzero-sum discounted stochastic games having stationary Nash equilibrium points (Q1434483) (← links)
- Stochastic invariance for differential inclusions (Q1583992) (← links)
- Stochastic games for \(N\) players (Q1586798) (← links)
- Two-player stochastic games. II: The case of recursive games (Q1594890) (← links)
- Majority rule in a stochastic model of bargaining (Q1599825) (← links)
- Three-person stopping game with players having privileges (Q1600596) (← links)
- On the existence or non-existence of solutions for certain backward stochastic differential equations (Q1611568) (← links)
- Reflected BSDEs and mixed game problem (Q1613587) (← links)
- Directionally reinforced random walks (Q1909934) (← links)
- On the exit law from saddle points (Q1910900) (← links)
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146) (← links)
- On the existence of good stationary strategies for nonleavable stochastic games (Q1972563) (← links)
- Duality and Markovian strategies (Q1972604) (← links)
- Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs (Q2272015) (← links)
- Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier (Q2575557) (← links)
