A Stackelberg Game of Backward Stochastic Differential Equations with Applications

Adapted solution of a backward stochastic differential equation

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

Engineering, Mathematics, Differential Equations +9

Backward Stochastic Differential Equations in Finance

Nicole El Karoui, Shigē Péng, M.C. Quenez · Mathematical Finance · 1997 · 2.4K citations

Engineering, Economics, Finance +10

Stochastic Differential Utility

Darrell Duffie, Larry G. Epstein · Econometrica · 1992 · 1.2K citations

Business, Economics, Finance +17

On the Stackelberg strategy in nonzero-sum games

Marwan A. Simaan, J.B. Cruz · Journal of Optimization Theory and Applications · 1973 · 757 citations

Social Sciences, Mathematics, Game Theory +11

An Introductory Approach to Duality in Optimal Stochastic Control

Jean‐Michel Bismut · SIAM Review · 1978 · 465 citations

Natural Sciences, Mathematics, Probability Theory +16