Related references
Note: Only part of the references are listed.Risk-Sensitive Zero-Sum Differential Games
Jun Moon et al.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2019)
Linear Exponential Quadratic Control for Mean Field Stochastic Systems
Jun Moon et al.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2019)
THE EXISTENCE AND UNIQUENESS OF VISCOSITY SOLUTION TO A KIND OF HAMILTON-JACOBI-BELLMAN EQUATION
Mingshang Hu et al.
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2019)
VISCOSITY SOLUTIONS OF STOCHASTIC HAMILTON-JACOBI-BELLMAN EQUATIONS
Jinniao Qiu
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2018)
Risk-sensitive Control of Markov Jump Linear Systems: Caveats and Difficulties
Jun Moon et al.
INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS (2017)
Linear Quadratic Risk-Sensitive and Robust Mean Field Games
Jun Moon et al.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2017)
PATH-DEPENDENT OPTIMAL STOCHASTIC CONTROL AND VISCOSITY SOLUTION OF ASSOCIATED BELLMAN EQUATIONS
Shanjian Tang et al.
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS (2015)
ON THE UNIQUENESS OF SOLUTIONS TO QUADRATIC BSDES WITH CONVEX GENERATORS AND UNBOUNDED TERMINAL CONDITIONS: THE CRITICAL CASE
Freddy Delbaen et al.
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS (2015)
Stochastic Differential Games for Fully Coupled FBSDEs with Jumps
Li Juan et al.
APPLIED MATHEMATICS AND OPTIMIZATION (2015)
OPTIMAL CONTROL PROBLEMS OF FULLY COUPLED FBSDEs AND VISCOSITY SOLUTIONS OF HAMILTON-JACOBI-BELLMAN EQUATIONS
Juan Li et al.
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2014)
MONOTONE STABILITY OF QUADRATIC SEMIMARTINGALES WITH APPLICATIONS TO UNBOUNDED GENERAL QUADRATIC BSDES
Pauline Barrieu et al.
ANNALS OF PROBABILITY (2013)
Linear-Exponential-Quadratic Gaussian Control
Tyrone E. Duncan
IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2013)
A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
Guangchen Wang et al.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2010)
Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations
Rainer Buckdahn et al.
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2008)
Solvability of backward stochastic differential equations with quadratic growth
Revaz Tevzadze
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2008)
BSDE with quadratic growth and unbounded terminal value
Philippe Briand et al.
PROBABILITY THEORY AND RELATED FIELDS (2006)
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
K Bahlali et al.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2005)
BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations
N El-Karoui et al.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2003)
Backward stochastic differential equations and partial differential equations with quadratic growth
M Kobylanski
ANNALS OF PROBABILITY (2000)
Risk-sensitive control and an optimal investment model
WH Fleming et al.
MATHEMATICAL FINANCE (2000)
Share Paper
