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:

Backward SDEs and infinite horizon stochastic optimal control

Fulvia Confortola, Andrea Cosso, Marco Fuhrman

ESAIM: COCV, 25 (2019) 31

Published online: 2019-08-09

DOI: https://doi.org/10.1051/cocv/2018022

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

The Stochastic Linear Quadratic Optimal Control Problem on Hilbert Spaces: The Case of Non-analytic Systems

Amjad Tuffaha
Applied Mathematics & Optimization 87 (3) (2023)
https://doi.org/10.1007/s00245-023-09969-1

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

General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences

Tyler Abbot
SSRN Electronic Journal (2018)
https://doi.org/10.2139/ssrn.3188988