Stochastic Hamilton–Jacobi–Bellman Equations

Adapted solution of a backward stochastic differential equation

1990 • 2,696 citations

Deterministic and Stochastic Optimal Control

1975 • 2,572 citations

Controlled Diffusion Processes

1980 • 1,343 citations

A General Stochastic Maximum Principle for Optimal Control Problems

1990 • 740 citations

An Introductory Approach to Duality in Optimal Stochastic Control

1978 • 443 citations

Nonlinear Elliptic and Parabolic Equations of the Second Order

1987 • 407 citations

Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness

1983 • 395 citations

Linear Quadratic Optimal Stochastic Control with Random Coefficients

1976 • 313 citations

Necessary Conditions for Continuous Parameter Stochastic Optimization Problems

1972 • 309 citations

Adapted solution of a backward semilinear stochastic evolution equation

1991 • 196 citations

Stochastic maximum principle for distributed parameter systems

1983 • 166 citations

General necessary conditions for optimal control of stochastic systems

1976 • 113 citations

Maximum principle for semilinear stochastic evolution control systems

1990 • 109 citations