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20102023
most citedBackward stochastic differential equations under super linear G-expectation and associated Hamilton-Jacobi-Bellman equations

3 citations · 6 across the 8 of their papers we have counts for

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math.OC2022

Extended Dynamic Programming Principle and Applications to Time-Inconsistent Control

Yuhong Xu, Shuzhen Yang

Since Peng (1993) established a local maximum principle for a general stochastic control problem governed by forward-backward stochastic differential equations (FBSDEs), the corres…

math.OC2014

Differential games with asymmetric information and without Isaacs condition

Rainer Buckdahn, Marc Quincampoix, Catherine Rainer +1

We investigate a two-player zero-sum differential game with asymmetric information on the payoff and without Isaacs condition. The dynamics is an ordinary differential equation par…