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Cited by

• 1978An Introductory Approach to Duality in Optimal Stochastic Control445 cited
• 1994Dynamic Optimal Control Models in Advertising: Recent Developments415 cited
• 1972Necessary Conditions for Continuous Parameter Stochastic Optimization Problems322 cited
• 2011A General Stochastic Maximum Principle for SDEs of Mean-field Type293 cited
• 1990A risk-sensitive maximum principle112 cited
• 1995The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients101 cited
• 2008Martingale approach to stochastic differential games of control and stopping72 cited
• 1984Stochastic control theory and operational research57 cited
• 2013Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach45 cited
• 1994Dynamic Optimal Control Models in Advertising41 cited
• 2006Maximum Principle for Singular Stochastic Control Problems38 cited
• 2014Weak Necessary and Sufficient Stochastic Maximum Principle for Markovian Regime-Switching Diffusion Models22 cited
• 2016Controlled mean-field backward stochastic differential equations with jumps involving the value function20 cited
• 2014Fully Coupled Mean-Field Forward-Backward Stochastic Differential Equations and Stochastic Maximum Principle