Citation map · Study

SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations

6 references·16 citing·43 second hop

FromToDepth

this work references cited by second hop

References

1990Adapted solution of a backward stochastic differential equation2,676 cited
1997Backward Stochastic Differential Equations in Finance2,339 cited
1997Backward stochastic differential equations and integral-partial differential equations538 cited
1992A Generalized dynamic programming principle and hamilton-jacobi-bellman equation296 cited
2006Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs239 cited
1995Zero-sum stochastic differential games and backward equations235 cited

Cited by

2015Leader–follower stochastic differential game with asymmetric information and applications119 cited
2014Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation107 cited
2016Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities100 cited
2010A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications94 cited
2010Some Recent Aspects of Differential Game Theory94 cited
2008Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation62 cited
2013On the Multidimensional Controller-and-Stopper Games62 cited
2015An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

56 cited

2013Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities55 cited

2016Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games49 cited

2018Risk-Sensitive Zero-Sum Differential Games43 cited

2014Existence of Nash Equilibrium Points for Markovian Nonzero-sum Stochastic Differential Games with Unbounded Coefficients43 cited

2016Generalized Dynkin games and doubly reflected BSDEs with jumps42 cited

2014Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games42 cited

2016Dynamic programming principle for stochastic recursive optimal control problem driven by a G -Brownian motion39 cited

2014Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients38 cited