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20122023
most citedSingular mean-field control games with applications to optimal harvesting and investment problems

14 citations · 35 across the 16 of their papers we have counts for

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math.PR2012

Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps

Marie-Claire Quenez, AgnÈs Sulem

We study the optimal stopping problem for dynamic risk measures represented by Backward Stochastic Differential Equations (BSDEs) with jumps and its relation with reflected BSDEs (…