Monique Jeanblanc‐Picqué

Publications

892

Citations

H-Index

1987

Active since

Affiliations

Center for MathematicaL studies and their Applications(Current)

Monique Jeanblanc‐Picqué is an author at Center for MathematicaL studies and their Applications specializing in engineering, mathematical programming, and operations research.

Top concepts

EngineeringOperations ResearchMathematical ProgrammingFinanceBusinessEconomicsProbabilityExchange RateProcess ControlState Estimation

Publications per year

1987–1995

Publications

Optimization of the flow of dividends

Monique Jeanblanc‐Picqué, Albert N. Shiryaev · Russian Mathematical Surveys · 1995 · 331 citations

Mathematical Programming, Computational Finance, Engineering +4

Impulse Control Method and Exchange Rate

Monique Jeanblanc‐Picqué · Mathematical Finance · 1993 · 281 citations

Economics, Optimal Control, Diffusion Process +6

Compactification methods in the control of degenerate diffusions: existence of an optimal control

Karoui Nicole el, Nguyen Du'hŪŪ, Monique Jeanblanc‐Picqué · Stochastics · 1987 · 221 citations

Compactification Methods, Degenerate Diffusions, Borelian Coefficients +17

Existence of an Optimal Markovian Filter for the Control under Partial Observations

Nicole El Karoui, Du′ Huù Nguyen, Monique Jeanblanc‐Picqué · SIAM Journal on Control and Optimization · 1988 · 59 citations

State Estimation, Mathematical Programming, Optimal Relaxed Control +11

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