AbstractWe deal with the risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. Using backward stochastic differential equations we show the existence of an optimal control and, a saddle-point and an equilibrium point for respectively the zero-sum and nonzero-sum games
We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such pro...
AbstractWe study the existence of an optimal strategy for the stochastic control of diffusion in gen...
We study optimal stochastic control problems under model uncertainty. We rewrite such problems as (z...
AbstractWe deal with the risk-sensitive control, zero-sum and nonzero-sum game problems of stochasti...
This dissertation takes two approaches - martingale and backward stochastic differential equation (B...
This paper addresses a new differential game problem with forward-backward doubly stochastic differe...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
This paper addresses a new differential game problem with forward-backward doubly stochastic differe...
This paper addresses a new differential game problem with forward-backward doubly stochastic differe...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in c...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in co...
We study optimal stochastic control problems under model uncertainty. We rewrite such problems as (z...
It is well known that backward stochastic differential equations (BSDEs) stem from the study on the ...
We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such pro...
We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such pro...
We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such pro...
AbstractWe study the existence of an optimal strategy for the stochastic control of diffusion in gen...
We study optimal stochastic control problems under model uncertainty. We rewrite such problems as (z...
AbstractWe deal with the risk-sensitive control, zero-sum and nonzero-sum game problems of stochasti...
This dissertation takes two approaches - martingale and backward stochastic differential equation (B...
This paper addresses a new differential game problem with forward-backward doubly stochastic differe...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
This paper addresses a new differential game problem with forward-backward doubly stochastic differe...
This paper addresses a new differential game problem with forward-backward doubly stochastic differe...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in c...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in co...
We study optimal stochastic control problems under model uncertainty. We rewrite such problems as (z...
It is well known that backward stochastic differential equations (BSDEs) stem from the study on the ...
We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such pro...
We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such pro...
We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such pro...
AbstractWe study the existence of an optimal strategy for the stochastic control of diffusion in gen...
We study optimal stochastic control problems under model uncertainty. We rewrite such problems as (z...
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