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Martingale ideology in the theory of controlled stochastic processes

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References

1979Calcul Stochastique et Problèmes de Martingales1,161 cited
1967On Square Integrable Martingales617 cited
1971Existence of Optimal Stochastic Control Laws246 cited
1973On the Existence of Optimal Policies in Stochastic Control69 cited

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2008Backward stochastic partial differential equations related to utility maximization and hedging25 cited
2003A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow25 cited
2008Mean-Variance Hedging Under Partial Information24 cited
2003A Unified Characterization of 𝑞-Optimal and Minimal Entropy Martingale Measures by Semimartingale Backward Equations23 cited

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