most citedA maximum principle for relaxed stochastic control of linear SDE's with application to bond portfolio optimization

1 citations · 2 across the 3 of their papers we have counts for

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cs.GT2008

Solving Min-Max Problems with Applications to Games

Daniel Andersson

We refine existing general network optimization techniques, give new characterizations for the class of problems to which they can be applied, and show that they can also be used t…

cs.GT2007★ 1 cited

Simple Recursive Games

Daniel Andersson, Kristoffer Arnsfelt Hansen, Peter Bro Miltersen +1

We define the class of "simple recursive games". A simple recursive game is defined as a simple stochastic game (a notion due to Anne Condon), except that we allow arbitrary real p…