## Sulem, Agnès

Compute Distance To:
 Author ID: sulem.agnes Published as: Sulem, Agnès; Sulem, A.; Sulem, Agnés; Sulem, Agnes more...less
 Documents Indexed: 72 Publications since 1982, including 3 Books 2 Contributions as Editor Co-Authors: 43 Co-Authors with 70 Joint Publications 1,382 Co-Co-Authors
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### Co-Authors

 4 single-authored 36 Øksendal, Bernt Karsten 11 Quenez, Marie-Claire 8 Dumitrescu, Roxana 5 Zhang, Tusheng S. 4 Hu, Yaozhong 4 Minca, Andreea 3 Akian, Marianne 3 Chancelier, Jean-Philippe 3 Gomez, Claude 3 Grigorova, Miryana 3 Kohatsu-Higa, Arturo 3 Menaldi, Jose-Luis 3 Quadrat, Jean-Pierre 2 Amini, Hamed 2 Bar-Ilan, Avner 2 Biagini, Francesca 2 Framstad, Nils Chr. 1 Bensoussan, Alain 1 Bonnans, Joseph Frédéric 1 Chancelier, P. 1 Chen, Rui 1 Chen, Zengjing 1 Delebecque, Francois 1 Di Nunno, Giulia 1 Elsanosi, Ismail 1 Fontana, Claudio 1 Goursat, Maurice 1 Jourdin, Benjamin 1 Kokotovic, Petar V. 1 Lefèvre, David 1 Messaoud, Marouen 1 Mnif, Mohamed 1 N’Zi, Modeste 1 Ouknine, Youssef 1 Proske, Frank Norbert 1 Rofman, Edmundo 1 Shepp, Lawrence Alan 1 Shiryaev, Al’bert Nikolaevich 1 Taksar, Michael I. 1 Tapiero, Charles S. 1 Theosys 1 Viot, Michel 1 Wallner, Naomi 1 Zanello, A.
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### Serials

 5 Mathematics of Operations Research 5 SIAM Journal on Control and Optimization 5 Stochastic Processes and their Applications 4 Journal of Optimization Theory and Applications 3 Mathematical Finance 3 SIAM Journal on Financial Mathematics 3 Universitext 2 Applied Mathematics and Optimization 2 Stochastics 2 Statistics & Risk Modeling 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Advances in Applied Probability 1 Russian Mathematical Surveys 1 Journal of Mathematical Economics 1 Mathematics and Computers in Simulation 1 RAIRO, Automatique, Systems Analysis and Control 1 Stochastic Analysis and Applications 1 Journal of Economic Dynamics & Control 1 Mathematical Programming. Series A. Series B 1 Stochastics and Stochastics Reports 1 Computational Economics 1 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 1 Electronic Journal of Probability 1 Mathematical Methods of Operations Research 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 Communications on Stochastic Analysis 1 Risk and Decision Analysis 1 Afrika Matematika
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### Fields

 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 46 Systems theory; control (93-XX) 44 Probability theory and stochastic processes (60-XX) 29 Calculus of variations and optimal control; optimization (49-XX) 14 Operations research, mathematical programming (90-XX) 9 Operator theory (47-XX) 7 Partial differential equations (35-XX) 5 Numerical analysis (65-XX) 2 General and overarching topics; collections (00-XX) 2 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 1 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX)

### Citations contained in zbMATH Open

65 Publications have been cited 1,457 times in 1,091 Documents Cited by Year
Applied stochastic control of jump diffusions. 2nd ed. Zbl 1116.93004
Øksendal, Bernt; Sulem, Agnès
2007
Applied stochastic control of jump diffusions. Zbl 1074.93009
Øksendal, Bernt; Sulem, Agnès
2005
Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance. Zbl 1140.93496
Framstad, N. C.; Øksendal, B.; Sulem, A.
2005
Some solvable stochastic control problems with delay. Zbl 0999.93072
Elsanosi, Ismail; Øksendal, Bernt; Sulem, Agnès
2000
Optimal consumption and portfolio with both fixed and proportional transaction costs. Zbl 1102.91054
Øksendal, Bernt; Sulem, Agnès
2002
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
2011
On an investment-consumption model with transaction costs. Zbl 1035.91505
Akian, Marianne; Menaldi, José Luis; Sulem, Agnès
1996
Maximum principles for optimal control of forward-backward stochastic differential equations with jumps. Zbl 1207.93115
Øksendal, Bernt; Sulem, Agnès
2010
An introduction to white-noise theory and Malliavin calculus for fractional Brownian motion. Zbl 1043.60044
Biagini, Francesca; Øksendal, Bernt; Sulem, Agnés; Wallner, Naomi
2004
BSDEs with jumps, optimization and applications to dynamic risk measures. Zbl 1285.93091
Quenez, Marie-Claire; Sulem, Agnès
2013
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. Zbl 1013.91055
Framstad, Nils Chr.; Øksendal, Bernt; Sulem, Agnès
2001
A maximum principle for optimal control of stochastic systems with delay, with applications to finance. Zbl 1054.93531
Øksendal, Bernt; Sulem, Agnès
2001
Forward-backward stochastic differential games and stochastic control under model uncertainty. Zbl 1290.49076
Øksendal, Bernt; Sulem, Agnès
2014
A solvable one-dimensional model of a diffusion inventory system. Zbl 0601.93069
Sulem, Agnès
1986
A stochastic maximum principle for processes driven by fractional Brownian motion. Zbl 1064.93048
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
2002
Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. Zbl 1055.91016
Akian, Marianne; Sulem, Agnès; Taksar, Michael I.
2001
Explicit solution of inventory problems with delivery lags. Zbl 0846.90031
Bar-Ilan, Avner; Sulem, Agnès
1995
Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps. Zbl 1293.93783
Quenez, Marie-Claire; Sulem, Agnès
2014
Utility maximization in an insider influenced market. Zbl 1136.91450
Kohatsu-Higa, Arturo; Sulem, Agnès
2006
Applied stochastic control of jump diffusions. 3rd expanded and updated edition. Zbl 1422.93001
Øksendal, Bernt; Sulem, Agnès
2019
Portfolio optimization under model uncertainty and BSDE games. Zbl 1277.91159
Øksendal, Bernt; Sulem, Agnès
2011
Optimal consumption and portfolio in a Black–Scholes market driven by fractional Brownian motion. Zbl 1180.91266
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnés
2003
Risk minimization in financial markets modeled by Itô-Lévy processes. Zbl 1334.60122
Øksendal, Bernt; Sulem, Agnès
2015
Time-to-build and capacity choice. Zbl 0990.91019
Bar-Ilan, A.; Sulem, A.; Zanello, A.
2002
Optimal stochastic impulse control with delayed reaction. Zbl 1161.93029
Øksendal, Bernt; Sulem, Agnès
2008
Risk indifference pricing in jump diffusion markets. Zbl 1187.91105
Øksendal, Bernt; Sulem, Agnès
2009
Singular stochastic control and optimal stopping with partial information of Itô-Lévy processes. Zbl 1259.93135
Øksendal, Bernt; Sulem, Agnès
2012
Generalized Dynkin games and doubly reflected BSDEs with jumps. Zbl 1351.93170
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2016
Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection. Zbl 1306.93078
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
2014
Game options in an imperfect market with default. Zbl 1381.93103
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2017
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control. Zbl 1014.91042
Chancelier, J.-Ph.; Øksendal, B.; Sulem, A.
2002
A policy iteration algorithm for fixed point problems with nonexpansive operators. Zbl 1171.47051
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès
2007
Pseudopower expansion of solutions of generalized equations and constrained optimization problems. Zbl 0842.65044
Bonnans, Joseph Frédéric; Sulem, Agnès
1995
Optimal risk control and dividend policies under excess of loss reinsurance. Zbl 1076.93046
Mnif, Mohamed; Sulem, Agnès
2005
American options in an imperfect complete market with default. Zbl 1419.91612
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2018
A weak dynamic programming principle for combined optimal stopping/stochastic control with $${\mathcal E}^{f}$$-expectations. Zbl 1343.93097
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2016
Mixed generalized Dynkin game and stochastic control in a Markovian framework. Zbl 1361.60054
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2017
Explicit solution of a two-dimensional deterministic inventory problem. Zbl 0601.93070
Sulem, Agnès
1986
BSDEs with default jump. Zbl 1408.60044
Dumitrescu, Roxana; Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
2018
A game theoretic approach to martingale measures in incomplete markets. Zbl 1199.91029
Oksendal, B.; Sulem, A.
2008
Partial observation control in an anticipating environment. Zbl 1055.93075
Øksendal, B.; Sulem, A.
2003
Optimal stopping for dynamic risk measures with jumps and obstacle problems. Zbl 1327.93412
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2015
Singular mean-field control games. Zbl 1376.91029
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
2017
Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations. Zbl 1147.35327
N’Zi, Modeste; Ouknine, Youssef; Sulem, Agnès
2006
Multi-asset portfolio selection problem with transaction costs. Zbl 0830.90006
Akian, Marianne; Menaldi, Jose Luis; Sulem, Agnès
1995
Optimal control of predictive mean-field equations and applications to finance. Zbl 1341.49032
Øksendal, Bernt; Sulem, Agnès
2016
Computational aspects in applied stochastic control. Zbl 0821.90026
Tapiero, Charles S.; Sulem, Agnès
1994
Dynamic robust duality in utility maximization. Zbl 1361.60047
Øksendal, Bernt; Sulem, Agnès
2017
Dynamic optimization for a mixed portfolio with transaction costs. Zbl 0898.90037
Sulem, Agnès
1997
Optimal control of interbank contagion under complete information. Zbl 1291.91250
Minca, Andreea; Sulem, Agnès
2014
A barrier version of the Russian option. Zbl 1011.91038
Shepp, Larry A.; Shiryaev, Albert N.; Sulem, Agnes
2002
A stochastic HJB equation for optimal control of forward-backward SDEs. Zbl 1354.60061
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
2016
Control of interbank contagion under partial information. Zbl 1330.91191
Amini, Hamed; Minca, Andreea; Sulem, Agnès
2015
Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs. Zbl 1283.93316
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
2012
An integral representation theorem of $$g$$-expectations. Zbl 1409.91231
Chen, Zengjing; Sulem, Agnès
2011
Optimal portfolio in a fractional Black & Scholes market. Zbl 0974.91024
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
2000
Optimal control and partial differential equations. In honour of Professor Alain Bensoussan’s 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. Zbl 1053.49001
2001
Stochastic control for mean-field stochastic partial differential equations with jumps. Zbl 1391.60156
Dumitrescu, Roxana; Øksendal, Bernt; Sulem, Agnès
2018
Robust stochastic control and equivalent martingale measures. Zbl 1248.93174
Øksendal, Bernt; Sulem, Agnès
2011
Anticipative stochastic control for Lévy processes with application to insider trading. Zbl 1180.91142
Sulem, Agnès; Kohatsu-Higa, Arturo; Øksendal, Bernt; Proske, Frank; Di Nunno, Giulia
2009
Market viability and martingale measures under partial information. Zbl 1338.60121
Fontana, Claudio; Øksendal, Bernt; Sulem, Agnès
2015
European options in a nonlinear incomplete market model with default. Zbl 1452.91308
Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
2020
Foreword. Zbl 1298.00306
2014
Automatic study in stochastic control. Zbl 0648.93070
Chancelier, J. P.; Gomez, C.; Quadrat, J. P.; Sulem, A.
1988
American options in a non-linear incomplete market model with default. Zbl 1476.91185
Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
2021
American options in a non-linear incomplete market model with default. Zbl 1476.91185
Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
2021
European options in a nonlinear incomplete market model with default. Zbl 1452.91308
Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
2020
Applied stochastic control of jump diffusions. 3rd expanded and updated edition. Zbl 1422.93001
Øksendal, Bernt; Sulem, Agnès
2019
American options in an imperfect complete market with default. Zbl 1419.91612
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2018
BSDEs with default jump. Zbl 1408.60044
Dumitrescu, Roxana; Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
2018
Stochastic control for mean-field stochastic partial differential equations with jumps. Zbl 1391.60156
Dumitrescu, Roxana; Øksendal, Bernt; Sulem, Agnès
2018
Game options in an imperfect market with default. Zbl 1381.93103
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2017
Mixed generalized Dynkin game and stochastic control in a Markovian framework. Zbl 1361.60054
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2017
Singular mean-field control games. Zbl 1376.91029
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
2017
Dynamic robust duality in utility maximization. Zbl 1361.60047
Øksendal, Bernt; Sulem, Agnès
2017
Generalized Dynkin games and doubly reflected BSDEs with jumps. Zbl 1351.93170
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2016
A weak dynamic programming principle for combined optimal stopping/stochastic control with $${\mathcal E}^{f}$$-expectations. Zbl 1343.93097
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2016
Optimal control of predictive mean-field equations and applications to finance. Zbl 1341.49032
Øksendal, Bernt; Sulem, Agnès
2016
A stochastic HJB equation for optimal control of forward-backward SDEs. Zbl 1354.60061
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
2016
Risk minimization in financial markets modeled by Itô-Lévy processes. Zbl 1334.60122
Øksendal, Bernt; Sulem, Agnès
2015
Optimal stopping for dynamic risk measures with jumps and obstacle problems. Zbl 1327.93412
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
2015
Control of interbank contagion under partial information. Zbl 1330.91191
Amini, Hamed; Minca, Andreea; Sulem, Agnès
2015
Market viability and martingale measures under partial information. Zbl 1338.60121
Fontana, Claudio; Øksendal, Bernt; Sulem, Agnès
2015
Forward-backward stochastic differential games and stochastic control under model uncertainty. Zbl 1290.49076
Øksendal, Bernt; Sulem, Agnès
2014
Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps. Zbl 1293.93783
Quenez, Marie-Claire; Sulem, Agnès
2014
Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection. Zbl 1306.93078
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
2014
Optimal control of interbank contagion under complete information. Zbl 1291.91250
Minca, Andreea; Sulem, Agnès
2014
Foreword. Zbl 1298.00306
2014
BSDEs with jumps, optimization and applications to dynamic risk measures. Zbl 1285.93091
Quenez, Marie-Claire; Sulem, Agnès
2013
Singular stochastic control and optimal stopping with partial information of Itô-Lévy processes. Zbl 1259.93135
Øksendal, Bernt; Sulem, Agnès
2012
Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs. Zbl 1283.93316
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
2012
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
2011
Portfolio optimization under model uncertainty and BSDE games. Zbl 1277.91159
Øksendal, Bernt; Sulem, Agnès
2011
An integral representation theorem of $$g$$-expectations. Zbl 1409.91231
Chen, Zengjing; Sulem, Agnès
2011
Robust stochastic control and equivalent martingale measures. Zbl 1248.93174
Øksendal, Bernt; Sulem, Agnès
2011
Maximum principles for optimal control of forward-backward stochastic differential equations with jumps. Zbl 1207.93115
Øksendal, Bernt; Sulem, Agnès
2010
Risk indifference pricing in jump diffusion markets. Zbl 1187.91105
Øksendal, Bernt; Sulem, Agnès
2009
Anticipative stochastic control for Lévy processes with application to insider trading. Zbl 1180.91142
Sulem, Agnès; Kohatsu-Higa, Arturo; Øksendal, Bernt; Proske, Frank; Di Nunno, Giulia
2009
Optimal stochastic impulse control with delayed reaction. Zbl 1161.93029
Øksendal, Bernt; Sulem, Agnès
2008
A game theoretic approach to martingale measures in incomplete markets. Zbl 1199.91029
Oksendal, B.; Sulem, A.
2008
Applied stochastic control of jump diffusions. 2nd ed. Zbl 1116.93004
Øksendal, Bernt; Sulem, Agnès
2007
A policy iteration algorithm for fixed point problems with nonexpansive operators. Zbl 1171.47051
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès
2007
Utility maximization in an insider influenced market. Zbl 1136.91450
Kohatsu-Higa, Arturo; Sulem, Agnès
2006
Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations. Zbl 1147.35327
N&rsquo;Zi, Modeste; Ouknine, Youssef; Sulem, Agnès
2006
Applied stochastic control of jump diffusions. Zbl 1074.93009
Øksendal, Bernt; Sulem, Agnès
2005
Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance. Zbl 1140.93496
Framstad, N. C.; Øksendal, B.; Sulem, A.
2005
Optimal risk control and dividend policies under excess of loss reinsurance. Zbl 1076.93046
Mnif, Mohamed; Sulem, Agnès
2005
An introduction to white-noise theory and Malliavin calculus for fractional Brownian motion. Zbl 1043.60044
Biagini, Francesca; Øksendal, Bernt; Sulem, Agnés; Wallner, Naomi
2004
Optimal consumption and portfolio in a Black–Scholes market driven by fractional Brownian motion. Zbl 1180.91266
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnés
2003
Partial observation control in an anticipating environment. Zbl 1055.93075
Øksendal, B.; Sulem, A.
2003
Optimal consumption and portfolio with both fixed and proportional transaction costs. Zbl 1102.91054
Øksendal, Bernt; Sulem, Agnès
2002
A stochastic maximum principle for processes driven by fractional Brownian motion. Zbl 1064.93048
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
2002
Time-to-build and capacity choice. Zbl 0990.91019
Bar-Ilan, A.; Sulem, A.; Zanello, A.
2002
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control. Zbl 1014.91042
Chancelier, J.-Ph.; Øksendal, B.; Sulem, A.
2002
A barrier version of the Russian option. Zbl 1011.91038
Shepp, Larry A.; Shiryaev, Albert N.; Sulem, Agnes
2002
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. Zbl 1013.91055
Framstad, Nils Chr.; Øksendal, Bernt; Sulem, Agnès
2001
A maximum principle for optimal control of stochastic systems with delay, with applications to finance. Zbl 1054.93531
Øksendal, Bernt; Sulem, Agnès
2001
Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. Zbl 1055.91016
Akian, Marianne; Sulem, Agnès; Taksar, Michael I.
2001
Optimal control and partial differential equations. In honour of Professor Alain Bensoussan’s 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. Zbl 1053.49001
2001
Some solvable stochastic control problems with delay. Zbl 0999.93072
Elsanosi, Ismail; Øksendal, Bernt; Sulem, Agnès
2000
Optimal portfolio in a fractional Black & Scholes market. Zbl 0974.91024
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
2000
Dynamic optimization for a mixed portfolio with transaction costs. Zbl 0898.90037
Sulem, Agnès
1997
On an investment-consumption model with transaction costs. Zbl 1035.91505
Akian, Marianne; Menaldi, José Luis; Sulem, Agnès
1996
Explicit solution of inventory problems with delivery lags. Zbl 0846.90031
Bar-Ilan, Avner; Sulem, Agnès
1995
Pseudopower expansion of solutions of generalized equations and constrained optimization problems. Zbl 0842.65044
Bonnans, Joseph Frédéric; Sulem, Agnès
1995
Multi-asset portfolio selection problem with transaction costs. Zbl 0830.90006
Akian, Marianne; Menaldi, Jose Luis; Sulem, Agnès
1995
Computational aspects in applied stochastic control. Zbl 0821.90026
Tapiero, Charles S.; Sulem, Agnès
1994
Automatic study in stochastic control. Zbl 0648.93070
Chancelier, J. P.; Gomez, C.; Quadrat, J. P.; Sulem, A.
1988
A solvable one-dimensional model of a diffusion inventory system. Zbl 0601.93069
Sulem, Agnès
1986
Explicit solution of a two-dimensional deterministic inventory problem. Zbl 0601.93070
Sulem, Agnès
1986
all top 5

### Cited by 1,385 Authors

 48 Øksendal, Bernt Karsten 26 Sulem, Agnès 20 Wu, Zhen 17 Agram, Nacira 15 Yoshioka, Hidekazu 14 Shen, Yang 14 Siu, Tak Kuen 13 Shi, Jingtao 12 Quenez, Marie-Claire 11 Ouknine, Youssef 10 Menoukeu Pamen, Olivier 10 Proske, Frank Norbert 9 Alpay, Daniel Aron 9 Bayraktar, Erhan 9 Meng, Qingxin 9 Peng, Xingchun 9 Pham, Huyên 8 Di Nunno, Giulia 8 Forsyth, Peter A. 8 Mezerdi, Brahim 8 Yaegashi, Yuta 7 Dumitrescu, Roxana 7 Federico, Salvatore 7 Liang, Zongxia 7 Yoshioka, Yumi 6 Chen, Fenge 6 Christensen, Soren 6 Egami, Masahiko 6 Gómez-Valle, Lourdes 6 Hamadene, Saïd 6 Martínez-Rodríguez, Julia 6 Popier, Alexandre 6 Sass, Jörn 6 Wang, Wenyuan 6 Wang, Yan 6 Xiong, Jie 6 Yang, Hailiang 6 Zhang, Tusheng S. 6 Zhou, Jianjun 5 Belak, Christoph 5 Bender, Christian 5 Benkherouf, Lakdere 5 Bensoussan, Alain 5 Biagini, Francesca 5 Cartea, Álvaro 5 Chighoub, Farid 5 Choulli, Tahir 5 Dai, Min 5 Duan, Jinqiao 5 Elliott, Robert James 5 Grigorova, Miryana 5 Guambe, Calisto 5 Hafayed, Mokhtar 5 Hu, Yaozhong 5 Jaimungal, Sebastian 5 Kufakunesu, Rodwell 5 Lorig, Matthew J. 5 Lv, Siyu 5 Meyer-Brandis, Thilo 5 Sun, Zhongyang 5 Thonhauser, Stefan 5 Wang, Guangchen 5 Wu, Jianglun 5 Yamazaki, Kazutoshi 5 Yang, Qigui 5 Yu, Zhiyong 5 Yuan, Chenggui 5 Zeng, Caibin 5 Zeng, Yan 5 Zhang, Feng 5 Zhang, Shuaiqi 5 Zhang, Xin 5 Zhu, Weiqiu 4 Abbas, Syed 4 Aïd, René 4 Al-Hussein, Abdulrahman 4 An, Ta Thi Kieu 4 Chala, Adel 4 Colaneri, Katia 4 Dang, Duy Minh 4 Delong, Łukasz 4 Deng, Jun 4 Do, Khac Duc 4 Draouil, Olfa 4 Ferrari, Giorgio 4 Gapeev, Pavel V. 4 Grecksch, Wilfried 4 Guo, Junyi 4 Imkeller, Peter 4 Jakobsen, Espen Robstad 4 Jeanblanc, Monique 4 Ji, Shaolin 4 Karlsen, Kenneth Hvistendahl 4 Kharroubi, Idris 4 Khelfallah, Nabil 4 Kim, Yoontae 4 Lebovits, Joachim 4 Lépinette, Emmanuel 4 Levanony, David 4 Li, Bin ...and 1,285 more Authors
all top 5

### Cited in 222 Serials

 43 Stochastic Processes and their Applications 35 Applied Mathematics and Optimization 35 Stochastics 31 Insurance Mathematics & Economics 30 Journal of Optimization Theory and Applications 30 Journal of Economic Dynamics & Control 28 SIAM Journal on Control and Optimization 25 Journal of Computational and Applied Mathematics 25 European Journal of Operational Research 25 Mathematical Methods of Operations Research 24 Stochastic Analysis and Applications 21 Journal of Mathematical Analysis and Applications 19 Automatica 19 International Journal of Theoretical and Applied Finance 17 Quantitative Finance 17 Mathematics and Financial Economics 16 International Journal of Control 16 Finance and Stochastics 16 Journal of Systems Science and Complexity 15 Systems & Control Letters 15 Mathematical Control and Related Fields 14 Mathematical Problems in Engineering 14 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 13 Advances in Applied Probability 13 Mathematical Finance 12 Statistics & Probability Letters 12 The Annals of Applied Probability 12 SIAM Journal on Financial Mathematics 11 Computers & Mathematics with Applications 11 Mathematics of Operations Research 11 Journal of Industrial and Management Optimization 10 Applied Mathematics and Computation 10 Methodology and Computing in Applied Probability 9 Stochastics and Dynamics 8 Annals of Operations Research 8 Applied Mathematical Finance 8 Advances in Difference Equations 8 Afrika Matematika 7 Journal of Applied Probability 7 Communications in Statistics. Theory and Methods 6 Journal of Differential Equations 6 Journal of Theoretical Probability 6 Random Operators and Stochastic Equations 6 Scandinavian Actuarial Journal 6 Comptes Rendus. Mathématique. Académie des Sciences, Paris 6 Science China. Mathematics 6 Annals of Finance 5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 5 Operations Research Letters 5 Potential Analysis 5 Bernoulli 5 Nonlinear Dynamics 5 Abstract and Applied Analysis 5 Infinite Dimensional Analysis, Quantum Probability and Related Topics 5 Communications in Nonlinear Science and Numerical Simulation 5 Discrete and Continuous Dynamical Systems. Series B 5 International Journal of Stochastic Analysis 5 Probability, Uncertainty and Quantitative Risk 4 Lithuanian Mathematical Journal 4 Physica A 4 The Annals of Probability 4 Journal of Mathematical Economics 4 Acta Mathematicae Applicatae Sinica. English Series 4 Electronic Journal of Probability 4 European Journal of Control 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Asian Journal of Control 4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 3 Journal of the Franklin Institute 3 Chaos, Solitons and Fractals 3 Journal of Economic Theory 3 Numerische Mathematik 3 Optimal Control Applications & Methods 3 Probability and Mathematical Statistics 3 Chinese Annals of Mathematics. Series B 3 Optimization 3 Journal of Economics 3 Asia-Pacific Journal of Operational Research 3 Journal of Applied Mathematics and Stochastic Analysis 3 Applied Mathematical Modelling 3 SIAM Journal on Mathematical Analysis 3 Journal of Nonlinear Science 3 NoDEA. Nonlinear Differential Equations and Applications 3 Discrete and Continuous Dynamical Systems 3 Discrete Dynamics in Nature and Society 3 The ANZIAM Journal 3 Acta Mathematica Scientia. Series B. (English Edition) 3 Asia-Pacific Financial Markets 3 Journal of the Korean Statistical Society 3 Journal of Biological Dynamics 3 Frontiers of Mathematics in China 3 Communications in Mathematics and Statistics 2 Problems of Information Transmission 2 Theory of Probability and its Applications 2 Journal of Econometrics 2 Journal of Functional Analysis 2 Mathematics and Computers in Simulation 2 Quarterly of Applied Mathematics 2 SIAM Journal on Numerical Analysis 2 Transactions of the American Mathematical Society ...and 122 more Serials
all top 5

### Cited in 33 Fields

 674 Probability theory and stochastic processes (60-XX) 579 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 494 Systems theory; control (93-XX) 307 Calculus of variations and optimal control; optimization (49-XX) 113 Operations research, mathematical programming (90-XX) 84 Partial differential equations (35-XX) 70 Numerical analysis (65-XX) 54 Ordinary differential equations (34-XX) 39 Statistics (62-XX) 30 Operator theory (47-XX) 25 Biology and other natural sciences (92-XX) 18 Integral equations (45-XX) 11 Dynamical systems and ergodic theory (37-XX) 8 Functional analysis (46-XX) 6 Real functions (26-XX) 5 Computer science (68-XX) 5 Mechanics of particles and systems (70-XX) 5 Information and communication theory, circuits (94-XX) 4 Fluid mechanics (76-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Difference and functional equations (39-XX) 3 Mathematics education (97-XX) 2 General and overarching topics; collections (00-XX) 2 Mathematical logic and foundations (03-XX) 2 Functions of a complex variable (30-XX) 2 Potential theory (31-XX) 2 Approximations and expansions (41-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Quantum theory (81-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Geophysics (86-XX)