Showing 1–20 of 49 results
/ Date/ Name
Feb 7, 2023Discrete-time Approximation of Stochastic Optimal Control with Partial ObservationMar 2, 2015Optimal Skorokhod embedding given full marginals and Azema-Yor peacocksMay 4, 2015A general Doob-Meyer-Mertens decomposition for $g$-supermartingale systemsMay 7, 2025Exit Incentives for Carbon Emissive FirmsApr 23, 2025Unbiased simulation of Asian optionsApr 23, 2015Unbiased simulation of stochastic differential equationsApr 19, 2016Robust pricing--hedging duality for American options in discrete time financial marketsOct 12, 2013Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control ProblemsMar 5, 2016Branching diffusion representation of semilinear PDEs and Monte Carlo approximationOct 12, 2013Capacities, Measurable Selection and Dynamic Programming Part I: Abstract FrameworkOct 23, 2018On the Root solution to the Skorokhod embedding problem given full marginalsDec 26, 2019Mean Field Games with BranchingDec 20, 2016Numerical approximation of BSDEs using local polynomial drivers and branching processesFeb 19, 2013A numerical algorithm for a class of BSDEs via branching processSep 18, 2025Limit theory for mean-field control problems with common noise adapted controlsJul 29, 2020Ergodicity of the underdamped mean-field Langevin dynamicsApr 1, 2020Discrete-time Simulation of Stochastic Volterra EquationsOct 3, 2013Optimal transportation under controlled stochastic dynamicsJul 2, 2014Discrete-time probabilistic approximation of path-dependent stochastic control problemsJun 8, 2015On the monotonicity principle of optimal Skorokhod embedding problem