Author:
Bensoussan Alain,Ma Guiyuan,Siu Chi Chung,Yam Sheung Chi Phillip
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference41 articles.
1. Abou-Kandil, H., Freiling, G., Ionescu, V., Jank, G.: Matrix Riccati Equations in Control and Systems Theory. Birkhäuser, Basel (2012)
2. Altarovici, A., Muhle-Karbe, J., Soner, H.M.: Asymptotics for fixed transaction costs. Finance Stoch. 19, 363–414 (2015)
3. Basak, S., Chabakauri, G.: Dynamic mean–variance asset allocation. Rev. Financ. Stud. 23, 2970–3016 (2010)
4. Bensoussan, A., Chau, M.H., Yam, S.C.P.: Mean field Stackelberg games: aggregation of delayed instructions. SIAM J. Control Optim. 53, 2237–2266 (2015)
5. Bensoussan, A., Frehse, J., Yam, P.: Mean Field Games and Mean Field Type Control Theory. Springer, Berlin (2013)
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献