References

No references inside the corpus for this window.

Cited by

• 1995Backward equations, stochastic control and zero-sum stochastic differential games147 cited
• 2002Reflected BSDE's with discontinuous barrier and application137 cited
• 2000Reflected BSDEs and mixed game problem136 cited
• 1977Optimal Control of Jump Processes127 cited
• 2017Dynamic programming approach to principal–agent problems126 cited
• 2003Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle124 cited
• 1976General necessary conditions for optimal control of stochastic systems115 cited
• 2006Mixed Zero-Sum Stochastic Differential Game and American Game Options109 cited
• 2000Martingale representation theorems for initially enlarged filtrations104 cited
• 1971On the Solutions of a Stochastic Control System98 cited
• 1974Information structure in dynamic multi-person control problems86 cited
• 1976The Existence of Value in Stochastic Differential Games85 cited
• 2008Martingale approach to stochastic differential games of control and stopping72 cited
• 2010A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem71 cited