Article references

Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Sensitivity results in stochastic optimal control: A Lagrangian perspective

J. Backhoff, F. J. Silva

ESAIM: COCV, 23 1 (2017) 39-70

Published online: 2016-06-23

DOI: https://doi.org/10.1051/cocv/2015039

This article has been cited by the following article(s):

On the convergence of the Sakawa-Shindo algorithm in stochastic control

Francisco J. Silva, Justina Gianatti and J. Frédéric Bonnans
Mathematical Control and Related Fields 6 (3) 391 (2016)
DOI: 10.3934/mcrf.2016008
See this article

Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems

A. Jourani and F. J. Silva
SIAM Journal on Optimization 30 (1) 319 (2020)
DOI: 10.1137/18M1223411
See this article

Sensitivity analysis for expected utility maximization in incomplete Brownian market models

Julio Backhoff Veraguas and Francisco J. Silva
Mathematics and Financial Economics 12 (3) 387 (2018)
DOI: 10.1007/s11579-017-0209-9
See this article