89 citations · 145 across the 17 of their papers we have counts for
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math.OC2014
Asymptotic Perron's method and simple Markov Strategies in stochastic games and control
Mihai Sîrbu
We introduce a modification of Perron's method, where semi-solutions are considered in a carefully defined asymptotic sense. With this definition, we can show, in a rather elementa…
math.OC2014★ 1 cited
A note on the strong formulation of stochastic control problems with model uncertainty
Mihai Sîrbu
We consider a Markovian stochastic control problem with model uncertainty. The controller (intelligent player) observes only the state, and, therefore, uses feed-back (closed-loop)…