| Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls. | 0 | 0.34 | 2020 |
| Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem. | 0 | 0.34 | 2017 |
| GENERALIZED HAMILTON-JACOBI-BELLMAN EQUATIONS WITH DIRICHLET BOUNDARY CONDITION AND STOCHASTIC EXIT TIME OPTIMAL CONTROL PROBLEM | 0 | 0.34 | 2016 |
| Differential games with asymmetric information and without Isaacs’ condition | 4 | 0.46 | 2016 |
| Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents. | 1 | 0.39 | 2014 |
| Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies. | 4 | 0.61 | 2013 |
| Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method. | 2 | 0.40 | 2012 |
| Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces | 2 | 0.61 | 2008 |
| Stochastic Differential Games and Viscosity Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations | 33 | 7.75 | 2008 |
| Pathwise Stochastic Control Problems and Stochastic HJB Equations | 3 | 1.96 | 2007 |
| Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games | 13 | 4.83 | 2004 |
| Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios | 0 | 0.34 | 1998 |
