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Cited by

• 1983Long-term average cost control problems for continuous time Markov processes: A survey73 cited
• 2005Martingale methods in stochastic control60 cited
• 1998Valuation of Investments in Real Assets with Implications for the Stock Prices48 cited
• 1981Sur des problemes de regularisation, de recollement et d'interpolation en theorie des martingales41 cited
• 1988Approximations for optimal stopping of a piecewise-deterministic process35 cited
• 1978Temps d’arret optimaux et theorie generale33 cited
• 2010Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay32 cited
• 1979Temps D'Arret Optimal, Quasi-Temps D'Arret et Retournement du Temps31 cited
• 1985Two parameter optimal stopping and bi-Markov processes28 cited
• 2009Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients23 cited
• 1983Arr�t Optimal sur le Plan22 cited
• 1979Contr�le de processus alternants et applications21 cited