References

• 1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
• 1990A General Stochastic Maximum Principle for Optimal Control Problems800 cited
• 2009Mean-field backward stochastic differential equations and related partial differential equations342 cited
• 2010A Maximum Principle for SDEs of Mean-Field Type330 cited
• 2011A General Stochastic Maximum Principle for SDEs of Mean-field Type281 cited
• 2012A mean-field stochastic maximum principle via Malliavin calculus155 cited
• 2011Stochastic maximum principle in the mean-field controls149 cited
• 2006From Stochastic Calculus to Mathematical Finance112 cited
• 1995Singular Optimal Stochastic Controls I: Existence97 cited
• 1994The stochastic maximum principle for a singular control problem93 cited
• 1998Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality90 cited
• 2001Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems90 cited
• 1995Singular Optimal Stochastic Controls II: Dynamic programming78 cited
• 2006On Ergodic Measures for McKean-Vlasov Stochastic Equations62 cited
• 1999A class of solvable singular stochastic control problems