B. Larssen
2002–2003
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Whom B. Larssen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts B. Larssen overall
Papers from B. Larssen's perspective
Ordered by how strongly the researchers B. Larssen trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic programming in stochastic control of systems with delay
- Some Solvable Stochastic Control Problems With Delay
- Controlled Markov processes and viscosity solutions
- Optimal Control Problem Associated with Jump Processes
- Dynamic utility indierence valuation via convex risk measures
- A “maximum principle for semicontinuous functions” applicable to integro-partial differential equations
- Risk measure pricing and hedging in incomplete markets
- Impulse control problem on finite horizon with execution delay
- When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?
- Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
Their papers
- Dynamic programming in stochastic control of systems with delay (2002) — 113 citations
- When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional? (2003) — 61 citations