Prof.
University of Rennes1
Auteur des contributions suivantes:
- Continuous-Time Constrained Stochastic Linear-Quadratic Control with Financial Applications
- Mixed Deterministic and Random Optimal Control of Linear Stochastic Systems with Quadratic Costs
- BSDE formulation of combined regular and singular stochastic control problems
- Ergodic BSDEs with unbounded and multiplicative underlying diffusion