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Income, wealth, and the maximum principle
Weitzman, Martin L. - 2003
Persistent link: https://www.econbiz.de/10001721226
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A Stackelberg game of backward stochastic differential equations with applications
Zheng, Yueyang; Shi, Jingtao - In: Dynamic games and applications : DGA 10 (2020) 4, pp. 968-992
Persistent link: https://www.econbiz.de/10012628843
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Maximum principle for general partial information nonzero sum stochastic differential games and applications
Nie, Tianyang; Wang, Falei; Yu, Zhiyong - In: Dynamic games and applications : DGA 12 (2022) 2, pp. 608-631
Persistent link: https://www.econbiz.de/10013198740
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A characterization of sub-game perfect equilibria for SDEs of mean-field type
Djehiche, Boualem; Huang, Minyi - In: Dynamic games and applications : DGA 6 (2016) 1, pp. 55-81
Persistent link: https://www.econbiz.de/10011589882
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Potential differential games
Fonseca-Morales, Alejandra; Hernández-Lerma, Onésimo - In: Dynamic games and applications : DGA 8 (2018) 2, pp. 254-279
Persistent link: https://www.econbiz.de/10012101116
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Infinite horizon optimal control of non-convex problems under state constraints
Frankowska, Hélène - In: Advances in mathematical economics 23 (2020), pp. 41-83
Persistent link: https://www.econbiz.de/10012172584
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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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A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.; Elliott, Robert J. - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-30
Persistent link: https://www.econbiz.de/10013371064