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Is there a golden parachute in Sannikov’s principal-agent problem?
Possamaï, Dylan; Touzi, Nizar - In: Mathematics of operations research 50 (2025) 2, pp. 1173-1203
Persistent link: https://www.econbiz.de/10015444101
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Optimality conditions in control problems with random state constraints in probabilistic or almost sure form
Geiersbach, Caroline; Henrion, René - In: Mathematics of operations research 50 (2025) 3, pp. 1654-1680
Persistent link: https://www.econbiz.de/10015444262
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Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Huang, Yu-Jui; Zhou, Zhou - In: Mathematics of operations research 46 (2021) 2, pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
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Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games
Sandholm, William H.; Tran, Hung V.; Arigapudi, Srinivas - In: Mathematics of operations research 47 (2022) 1, pp. 72-99
Persistent link: https://www.econbiz.de/10013364853
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Value functions and optimality conditions for nonconvex variational problems with an infinite horizon in banach spaces
Frankowska, Hélène; Sagara, Nobusumi - In: Mathematics of operations research 47 (2022) 1, pp. 320-340
Persistent link: https://www.econbiz.de/10013364866
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Infinite horizon stochastic impulse control with delay and random coefficients
Djehiche, Boualem; Hamadène, Said; Hdhiri, Ibtissem; … - In: Mathematics of operations research 47 (2022) 1, pp. 665-689
Persistent link: https://www.econbiz.de/10013364931
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Stochastic combinatorial optimization with controllable risk aversion level
So, Anthony Man-Cho; Zhang, Jiawei; Ye, Yinyu - In: Mathematics of operations research 34 (2009) 3, pp. 522-537
Persistent link: https://www.econbiz.de/10003892392
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On singular control for Lévy processes
Noba, Kei; Yamazaki, Kazutoshi - In: Mathematics of operations research 48 (2023) 3, pp. 1213-1234
Persistent link: https://www.econbiz.de/10014329210
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Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois; Schlotter, Ruben - In: Mathematics of operations research 48 (2023) 3, pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
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Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems
Hu, Mingshang; Ji, Shaolin; Xue, Xiaole - In: Mathematics of operations research 48 (2023) 3, pp. 1767-1790
Persistent link: https://www.econbiz.de/10014329362