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Contr�le de processus alternants et applications
7 references·0 citing·23 second hop
Contr�le de processus alternants et applications (1979)Contr�le de processus alternants et appli…Temps D'Arret Optimal, Quasi-Temps D'Arret et Retournement du Temps (1979)Temps D'Arret Optimal, Quasi-…Temps d'arrÊt optimal, théorie générale des processus et processus de Markov (1977)Temps d'arrÊt optimal, théori…Sur un problème de dynkin (1977)Sur un problème de dynkinProbability Methods for Approximations in Stochastic Control and for Elliptic Equations (1977)Probability Methods for Appro…Théorie probabiliste du contrôle des diffusions (1976)Théorie probabiliste du contr…Nonlinear variational inequalities and differential games with stopping times (1974)Nonlinear variational inequal…Diffusion processes with continuous coefficients, I (1969)Diffusion processes with cont…Two parameter optimal stopping and bi-Markov processes (1985)Intégrales stochastiques I (2006)Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs (2009)Continuous Time Contests with Private Information (2016)The convergence problem for differential games (1961)Stochastic differential games (1972)Nonzero-Sum Stochastic Games (1999)Optimal Stopping Games for Markov Processes (2008)On a Formula Concerning Stochastic Differentials (1951)On stochastic differential equations (1951)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Sur l'int�grabilit� uniforme des martingales exponentielles (1978)Central limit theorems for local martingales (1980)Long-term average cost control problems for continuous time Markov processes: A survey (1983)Valuation of Investments in Real Assets with Implications for the Stock Prices (1998)Martingale methods in stochastic control (2005)Representation theorems for backward stochastic differential equations (2002)Well-posedness and regularity of backward stochastic Volterra integral equations (2007)The Value of Zero-Sum Stopping Games in Continuous Time (2005)The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (2010)Scheduling network of queues : heavy traffic analysis of multistation network with controllable inputs (1989)Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling (1993)On an Investment-Consumption Model with Transaction Costs (1996)
this work references cited by second hop

References

  • 1969Diffusion processes with continuous coefficients, I364 cited
  • 1977Probability Methods for Approximations in Stochastic Control and for Elliptic Equations343 cited
  • 1976Théorie probabiliste du contrôle des diffusions138 cited
  • 1974Nonlinear variational inequalities and differential games with stopping times103 cited
  • 1977Sur un problème de dynkin101 cited
  • 1977Temps d'arrÊt optimal, théorie générale des processus et processus de Markov78 cited
  • 1979Temps D'Arret Optimal, Quasi-Temps D'Arret et Retournement du Temps31 cited

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