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Game-Theoretical Control Problems
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Game-Theoretical Control Problems (1988)Game-Theoretical Control ProblemsPath-dependent Hamilton–Jacobi equations in infinite dimensions (2018)Path-dependent Hamilton–Jacob…Noncooperative Differential Games (2011)Noncooperative Differential G…Some Recent Aspects of Differential Game Theory (2010)Some Recent Aspects of Differ…Controlled Markov Processes and Viscosity Solutions (2005)Controlled Markov Processes a…A Leader-Follower Stochastic Linear Quadratic Differential Game (2002)A Leader-Follower Stochastic …Zero-sum differential games involving impulse controls (1994)Zero-sum differential games i…The joint exploitation of a productive asset: a game-theoretic approach (1992)The joint exploitation of a p…A Zero-Sum Differential Game in a Finite Duration with Switching Strategies (1990)A Zero-Sum Differential Game …The Pricing of Options and Corporate Liabilities (1973)Stochastic Differential Equations and Diffusion Processes (1983)Backward Stochastic Differential Equations in Finance (1997)Martingale Methods in Financial Modelling (1997)Brownian Motion and Stochastic Calculus (2007)The existence of value in differential games (1972)The Existence of Value and Saddle Point in Games of Fixed Duration (1985)Switching Games of Stochastic Differential Systems (2007)Non-Cooperative Games (1951)Non-cooperative games (1989)Mean field games (2007)Specification of Spatial-Dynamic Externalities and Implications for Strategic Behavior in Disease Control (2017)Controllability of Stochastic Game-Based Control Systems (2019)Monetary Policy and Sovereign Debt Sustainability (2022)The convergence problem for differential games (1961)Deterministic Impulse Control Problems (1985)Differential games with continuous, switching and impulse controls (2005)Deterministic Minimax Impulse Control (2009)Dynamic Noncooperative Game Theory (1982)Adapted solution of a backward stochastic differential equation (1990)Stochastic controls : Hamiltonian systems and HJB equations (1999)Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions (2010)The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (2015)Linear quadratic mean field Stackelberg differential games (2018)The Dynamic Inefficiency of Capitalism (1973)The Great Fish War: An Example Using a Dynamic Cournot-Nash Solution (1980)Extensive Form Games in Continuous Time: Pure Strategies (1989)The tragedy of the commons? (1993)The Dynamic Efficiency of Regulatory Constitutions (1994)Piling On: Multilevel Government and the Fiscal Common‐Pool (2008)Change of variable formulas for non-anticipative functionals on path space (2010)On viscosity solutions of path dependent PDEs (2014)Functional Itô calculus (2019)A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type (2015)Mayer control problem with probabilistic uncertainty on initial positions (2017)Linear–Quadratic Mean-Field Game for Stochastic Delayed Systems (2018)
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Cited by

  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 2002A Leader-Follower Stochastic Linear Quadratic Differential Game185 cited
  • 1992The joint exploitation of a productive asset: a game-theoretic approach153 cited
  • 2011Noncooperative Differential Games98 cited
  • 2010Some Recent Aspects of Differential Game Theory94 cited
  • 1994Zero-sum differential games involving impulse controls51 cited
  • 1990A Zero-Sum Differential Game in a Finite Duration with Switching Strategies34 cited
  • 2018Path-dependent Hamilton–Jacobi equations in infinite dimensions32 cited

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