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Stochastic Models of Control and Economic Dynamics
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Stochastic Models of Control and Economic Dynamics (1987)Stochastic Models of Control and Economic…Turnpike Theorems for Markov Games (2012)Turnpike Theorems for Markov …Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model (2006)Asset Pricing and Hedging in …On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (2004)On The Fundamental Theorem Of…Stability in multistage stochastic programming (1995)Stability in multistage stoch…Nonanticipativity and L 1-martingales in stochastic optimization problems (1976)Stability in Two-Stage Stochastic Programming (1987)Postoptimality for multistage stochastic linear programs (1995)Some Aspects of Stability in Stochastic Programming (2000)Stochastic programming (2011)Optimal Multiperiod Portfolio Policies (1968)Handbook of Mathematical Economics. (1983)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Mean Field Games for Stochastic Growth with Relative Utility (2016)Martingales and arbitrage in multiperiod securities markets (1979)Martingales and stochastic integrals in the theory of continuous trading (1981)Arbitrage Theory in Continuous Time (1998)Dual representation of superhedging costs in illiquid markets (2011)No Arbitrage in Discrete Time Under Portfolio Constraints (2001)SUPERHEDGING IN ILLIQUID MARKETS (2010)
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  • 2012Turnpike Theorems for Markov Games56 cited
  • 1995Stability in multistage stochastic programming37 cited
  • 2006Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model34 cited
  • 2004On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria31 cited

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