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Cited article:

Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs

Magnus Perninge
Journal of Mathematical Analysis and Applications 527 (1) 127403 (2023)
https://doi.org/10.1016/j.jmaa.2023.127403

Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application

Brahim El Asri and Hafid Lalioui
Journal of Computational and Applied Mathematics 424 115009 (2023)
https://doi.org/10.1016/j.cam.2022.115009

A BSDE Approach to Stochastic Differential Games Involving Impulse Controls and HJBI Equation

Liangquan Zhang
Journal of Systems Science and Complexity 35 (3) 766 (2022)
https://doi.org/10.1007/s11424-021-0264-4

Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications

René Aïd, Matteo Basei, Giorgia Callegaro, Luciano Campi and Tiziano Vargiolu
Mathematics of Operations Research 45 (1) 205 (2020)
https://doi.org/10.1287/moor.2019.0989

Zero-Sum Stochastic Differential Game in Finite Horizon Involving Impulse Controls

Brahim El Asri and Sehail Mazid
Applied Mathematics & Optimization 81 (3) 1055 (2020)
https://doi.org/10.1007/s00245-018-9529-2

A Zero-Sum Stochastic Differential Game with Impulses, Precommitment, and Unrestricted Cost Functions

Parsiad Azimzadeh
Applied Mathematics & Optimization 79 (2) 483 (2019)
https://doi.org/10.1007/s00245-017-9445-x

Stochastic Maximum Principle for Partial Information Optimal Control Problem of Forward-Backward Systems Involving Classical and Impulse Controls

Yan Wang, Aimin Song and Enmin Feng
Abstract and Applied Analysis 2014 1 (2014)
https://doi.org/10.1155/2014/452124

Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities

Andrea Cosso
SIAM Journal on Control and Optimization 51 (3) 2102 (2013)
https://doi.org/10.1137/120880094