Relaxation of Minimax Optimal Control Problems with Infinite Horizon

The Bellman equation for minimizing the maximum cost

E. N. Barron, Hitoshi Ishii · Nonlinear Analysis · 1989 · 162 citations

Natural Sciences, Mathematics, Optimization +10

CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY

Guy Barles, CH. DAHER, Marc Romano · Mathematical Models and Methods in Applied Sciences · 1995 · 135 citations

Natural Sciences, Finance, Mathematics +12

Differential games with maximum cost

E. N. Barron · Nonlinear Analysis · 1990 · 65 citations

Social Sciences, Economics, Mathematics +14

Relaxed Minimax Control

E. N. Barron, R. Jensen · SIAM Journal on Control and Optimization · 1995 · 34 citations

Natural Sciences, Mathematics, Dynamical Systems +14

Optimal Control on the $L^\infty $ Norm of a Diffusion Process

Guy Barles, Christian Daher · SIAM Journal on Control and Optimization · 1994 · 28 citations

Natural Sciences, Mathematics, Dynamical Systems +16