1. M. Akian, Méthodes multigrilles en contrôle stochastique, Thèse, Université de Paris IX (Paris-Dauphine), Paris, 1990. Institut National de Recherche en Informatique et en Automatique, INRIA, Rocquencourt, 1990
2. G. Barles, E. Jakobsen, Error bounds for monotone approximation schemes for parabolic Hamilton–Jacobi–Bellman equations, NTNU, 2003. Preprint
3. Optimal derivatives design under dynamic risk measures;Barrieu,2004
4. G. Bordigoni, A. Matoussi, M. Schweizer, A stochastic control approach to a robust utility maximization problem, in: Proceedings of Abel Symposium 2005, Springer (in press)
5. Optimal consumption strategies under model uncertainty;Burgert;Statist. Decisions,2005