Numdam - Citations

Liste des citations dans Numdam pour : Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function

ESAIM: Control, Optimisation and Calculus of Variations, Tome 24 (2018) no. 1, pp. 311-354.

Calvia, Alessandro

Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation

ESAIM: Control, Optimisation and Calculus of Variations, Tome 26 (2020), article no. 25.

Confortola, Fulvia ; Cosso, Andrea ; Fuhrman, Marco

Backward SDEs and infinite horizon stochastic optimal control

ESAIM: Control, Optimisation and Calculus of Variations, Tome 25 (2019), article no. 31.