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All issues ESAIM: COCV, 24 1 (2018) 311-354 Article references

Articles citing this article

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Cited article:

A Tikhonov Theorem for McKean–Vlasov Two-Scale Systems and a New Application to Mean Field Optimal Control Problems

Matteo Burzoni, Alekos Cecchin and Andrea Cosso
SIAM Journal on Control and Optimization 62 (5) 2475 (2024)
https://doi.org/10.1137/22M1543070

Optimal Control of Infinite-Dimensional Piecewise Deterministic Markov Processes: A BSDE Approach. Application to the Control of an Excitable Cell Membrane

Elena Bandini and Michèle Thieullen
Applied Mathematics & Optimization 84 (2) 1549 (2021)
https://doi.org/10.1007/s00245-020-09687-y

Optimal Stopping of Marked Point Processes and Reflected Backward Stochastic Differential Equations

Nahuel Foresta
Applied Mathematics & Optimization 83 (3) 1219 (2021)
https://doi.org/10.1007/s00245-019-09585-y

The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures

Elena Bandini and Francesco Russo
Stochastics and Dynamics 20 (06) 2040011 (2020)
https://doi.org/10.1142/S0219493720400110

Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs

Marco Fuhrman and Marie-Amélie Morlais
Stochastic Processes and their Applications 130 (5) 3120 (2020)
https://doi.org/10.1016/j.spa.2019.09.008

Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains

Elena Bandini
SIAM Journal on Control and Optimization 57 (6) 3767 (2019)
https://doi.org/10.1137/18M1171205

Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach

Elena Bandini, Andrea Cosso, Marco Fuhrman and Huyên Pham
The Annals of Applied Probability 28 (3) (2018)
https://doi.org/10.1214/17-AAP1340

Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation

A. Calvia
SIAM Journal on Control and Optimization 56 (3) 2000 (2018)
https://doi.org/10.1137/17M1139989