Stochastic Optimal Control and Linear Programming Approach

By Rainer Buckdahn, D. Goreac, M. Quincampoix. 2011

58 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/db1edf13feeb4c26fb59acc8bcd6e110672d5a0c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Nicole El Karoui
2. Xiaolu Tan
3. Nizar Touzi
4. Huyen Pham
5. Jianfeng Zhang
6. Cong Wu
7. Peter Tankov

In Finance

1. Nicole El Karoui
2. Xiaolu Tan
3. Nizar Touzi
4. Huyen Pham
5. Jianfeng Zhang
6. Martin Schweizer
7. Cong Wu
8. Jocelyne Bion-Nadal

In Management Science and Operations Research

1. Xiaolu Tan
2. Nicole El Karoui
3. Jianfeng Zhang
4. Cong Wu
5. Jocelyne Bion-Nadal
6. Isaac M. Sonin

Citations in the corpus

• Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems (2013, methodology): “We can refer to Stockbridge [39, 40], and also to Buckdahn, Goreac and Quincampoix [7] for a recent development of this formulation.”