Reflected BSDEs and mixed game problem

Adapted solution of a backward stochastic differential equation

Étienne Pardoux, Shigē Péng · Systems & Control Letters · 1990 · 2.8K citations

Engineering, Mathematics, Differential Equations +9

Reflected solutions of backward SDE's, and related obstacle problems for PDE's

Nicole El Karoui, C. Kapoudjian, Étienne Pardoux et al. · The Annals of Probability · 1997 · 726 citations

Engineering, Mathematics, Probability Theory +16

Backward stochastic differential equations with reflection and Dynkin games

Jakša Cvitanić, Ioannis Karatzas · The Annals of Probability · 1996 · 329 citations · Full text

Engineering, Mathematics, Game Theory +13

Zero-sum stochastic differential games and backward equations

Saïd Hamadène, J. P. Lepeltier · Systems & Control Letters · 1995 · 241 citations

Engineering, Mathematics, Differential Equations +13

Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems

Vladimír Beneš · SIAM Journal on Control · 1970 · 164 citations

Natural Sciences, Mathematics, Decision Theory +14