History Path Dependent Optimal Control and Portfolio Valuation and Management

Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations

Hélène Frankowska · SIAM Journal on Control and Optimization · 1993 · 277 citations

Natural Sciences, Mathematics, Differential Equations +14

Contingent Derivatives of Set-Valued Maps and Existence of Solutions to Nonlinear Inclusions and Differential Inclusions.

Jean Aubin · Defense Technical Information Center (DTIC) · 1980 · 227 citations

Natural Sciences, Mathematics, Differential Equations +6

Monotone trajectories of differential inclusions and functional differential inclusions with memory

Georges Haddad · Israel Journal of Mathematics · 1981 · 173 citations · Full text

Natural Sciences, Mathematics, Differential Equations +7

Dynamic programming for stochastic target problems and geometric flows

H. Meté Soner, Nizar Touzi · Journal of the European Mathematical Society · 2002 · 163 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +16

Monotone viable trajectories for functional differential inclusions

Georges Haddad · Journal of Differential Equations · 1981 · 135 citations · Full text

Natural Sciences, Mathematics, Differential Equations +11