Stochastic maximum principle in the mean-field controls

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Gopinath Kallianpur, Nobuyuki Ikeda, Shinzo Watanabe · Technometrics · 1983 · 3.9K citations

Engineering, Mathematics, Differential Equations +11

Adapted solution of a backward stochastic differential equation

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

Engineering, Mathematics, Differential Equations +9

Mean field games

Jean‐Michel Lasry, Pierre-Louis Lions · Japanese journal of mathematics · 2007 · 2.6K citations

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European Journal of Operational Research · 1990 · 1.2K citations

Engineering, Mathematics, Differential Equations +11

A General Stochastic Maximum Principle for Optimal Control Problems

Shigē Péng · SIAM Journal on Control and Optimization · 1990 · 803 citations

Natural Sciences, Mathematics, Optimization +14