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Max-Plus Stochastic Processes
3 references·2 citing·19 second hop
Max-Plus Stochastic Processes (2004)Max-Plus Stochastic ProcessesControlled Markov Processes and Viscosity Solutions (2005)Controlled Markov Processes a…Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem (1997)Large deviations of semimarti…Risk-Sensitive Control on an Infinite Time Horizon (1995)Risk-Sensitive Control on an …Max-Plus Stochastic Control and Risk-Sensitivity (2010)Max-Plus Stochastic Control a…Some Classes of Imperfect Information Finite State-Space Stochastic Games with Finite-Dimensional Solutions (2004)Some Classes of Imperfect Inf…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)Mean field games (2007)The existence of value in differential games (1972)Dynamic Noncooperative Game Theory (1982)Competitive Markov Decision Processes (1996)Stochastic Differential Equations and Applications (1976)Functional Large Deviation Principles for Waiting and Departure Processes (1998)On Some Degenerate Large Deviation Problems (2004)Stochastic differential equations and applications (2008)Controlled Diffusion Processes (1980)Brownian Motion and Stochastic Calculus (1988)Connections between stochastic control and dynamic games (1996)Stochastic Analysis, Control, Optimization and Applications (1999)BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations (2003)Discontinuous solutions of deterministic optimal stopping time problems (1987)
this work references cited by second hop

References

  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 1995Risk-Sensitive Control on an Infinite Time Horizon301 cited
  • 1997Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem31 cited

Cited by

  • 2004Some Classes of Imperfect Information Finite State-Space Stochastic Games with Finite-Dimensional Solutions32 cited
  • 2010Max-Plus Stochastic Control and Risk-Sensitivity20 cited

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