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Another Approach to the Existence of Value Functions of Stochastic Differential Games
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Another Approach to the Existence of Value Functions of Stochastic Differential Games (1996)Another Approach to the Existence of Valu…Zero-sum path-dependent stochastic differential games in weak formulation (2020)Zero-sum path-dependent stoch…Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (2016)Robust Feedback Switching Con…Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition (2014)Value in mixed strategies for…Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games (2014)Stochastic Perron's Method an…Ergodic Problems in Differential Games (2007)Ergodic Problems in Different…Game-Theoretical Control Problems (1988)Adapted solution of a backward stochastic differential equation (1990)Methods of Mathematical Finance (1998)Zero-sum stochastic differential games and backward equations (1995)Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations (2008)Continuous-time Stochastic Control and Optimization with Financial Applications (2009)A General Verification Result for Stochastic Impulse Control Problems (2016)Feedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising (2019)The existence of value in differential games (1972)On the Starting and Stopping Problem: Application in Reversible Investments (2007)Valuation of energy storage: an optimal switching approach (2009)A Zero-Sum Stochastic Differential Game with Impulses, Precommitment, and Unrestricted Cost Functions (2017)Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market (1995)Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (1996)Backward Stochastic Differential Equations in Finance (1997)Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (1990)Risk-Sensitive Control on an Infinite Time Horizon (1995)Stochastic Analysis, Control, Optimization and Applications (1999)
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Cited by

  • 2014Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games42 cited
  • 2007Ergodic Problems in Differential Games36 cited
  • 2016Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions29 cited
  • 2020Zero-sum path-dependent stochastic differential games in weak formulation29 cited
  • 2014Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition23 cited

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