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20122016
most citedLong time asymptotics for fully nonlinear Bellman equations: a Backward SDE approach

3 citations · 4 across the 5 of their papers we have counts for

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math.PR2012

Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities

Andrea Cosso

We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial…