Free Access
Volume 19, Number 1, January-March 2013
Page(s) 63 - 77
Published online 22 March 2012
  1. G. Barles, Deterministic impulse control problems. SIAM J. Control Optim. 23 (1985) 419–432. [CrossRef] [MathSciNet] [Google Scholar]
  2. E.N. Barron, L.C. Evans and R. Jensen, Viscosity solutions of Isaaes’ equations and differential games with Lipschitz controls. J. Differential Equations 53 (1984) 213–233. [CrossRef] [MathSciNet] [Google Scholar]
  3. A. Bensoussan and J.L. Lions, Impulse Control and Quasi-Variational Inequalities. Bordes, Paris (1984) [Google Scholar]
  4. P. Bernhard, A robust control approach to option pricing including transaction costs. Annals of International Society of Dynamic Games, Birkäuser, Boston 7 (2005) 391–416. [Google Scholar]
  5. P. Bernhard, N. El Farouq and S. Thiery, An impulsive differential game arising in finance with interesting singularities. Annals of International Society of Dynamic Games, Birkäuser, Boston 8 (2006) 335–363. [Google Scholar]
  6. M. Crandall, H. Ishii and P.L. Lions, Users guide to viscosity solutions of second order partial differential equations, Bull. Amer. Math. Soc. 27 (1992) 1–67. [Google Scholar]
  7. S. Dharmatti and M. Ramaswamy, Zero-sum differential games involving hybrid controls. J. Optim. Theory Appl. 128 (2006) 75–102. [CrossRef] [MathSciNet] [Google Scholar]
  8. S. Dharmatti and A.J. Shaiju, Infinite dimensional differential games with hybrid controls. Proc. Indian Acad. Sci. Math. 117 (2007) 233–257. [CrossRef] [MathSciNet] [Google Scholar]
  9. B. El Asri, Optimal multi-modes switching problem in infinite horizon. Stoc. Dyn. 10 (2010) 231–261. [CrossRef] [Google Scholar]
  10. N. El Farouq, G. Barles and P. Bernhard, Deterministic minimax impulse control. Appl. Math. Optim. (2010) DOI: 10.1007/s00245-009-9090-0. [Google Scholar]
  11. L.C. Evans and P.E. Souganidis, Differential games and representation formulas for the solution of Hamilton-Jacobi-Isaacs equations. Indiana Univ. J. Math. 33 (1984) 773–797. [Google Scholar]
  12. W.H. Fleming, The convergence problem for differential games. Ann. Math. Study 52 (1964) 195–210. [Google Scholar]
  13. P.L. Lions, Generalized Solutions of Hamilton-Jacobi Equations. Pitman, London (1982) [Google Scholar]
  14. P.L. Lions and P.E. Souganidis, Differential games, optimal control and directional derivatives of viscosity solutions of Bellmans and Isaacs equations. SIAM J. Control Optim. 23 (1985) 566–583. [CrossRef] [MathSciNet] [Google Scholar]
  15. A.J. Shaiju and S. Dharmatti, Differential games with continuous, switching and impulse controls. Nonlinear Anal. 63 (2005) 23–41. [CrossRef] [MathSciNet] [Google Scholar]
  16. P.E. Souganidis, Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games. Nonlinear Anal. 9 (1985) 217–57. [CrossRef] [MathSciNet] [Google Scholar]
  17. J.M. Yong, Systems governed by ordinary differential equations with continuous, switching and impulse controls. Appl. Math. Optim. 20 (1989) 223–235. [CrossRef] [MathSciNet] [Google Scholar]
  18. J.M. Yong, Optimal switching and impulse controls for distributed parameter systems. Systems Sci. Math. Sci. 2 (1989) 137–160. [MathSciNet] [Google Scholar]
  19. J.M. Yong, Differential games with switching strategies. J. Math. Anal. Appl. 145 (1990) 455–469. [CrossRef] [Google Scholar]
  20. J.M. Yong, A zero-sum differential game in a finite duration with switching strategies. SIAM J. Control Optim. 28 (1990) 1234–1250. [CrossRef] [MathSciNet] [Google Scholar]
  21. J.M. Yong, Zero-sum differential games involving impulse controls. Appl. Math. Optim. 29 (1994) 243–261. [CrossRef] [MathSciNet] [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.