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  1. Hochhaus, Andreas [Author] ; Freiling, Gerhard [Contributor]

    Existenz-, Konvergenz- und Vergleichssätze für verallgemeinerte Riccatische Matrix-Gleichungen ; Existence, convergence and comparison theorems for generalized matrix Riccati equations

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    University of Duisburg-Essen: DuEPublico2 (Duisburg Essen Publications online), 2002-05-08

  2. Miller, Enzo [Author] ; Université Paris Cité [Contributor]; Pham, Huyên [Contributor]; Aïd, René [Contributor]

    Non Markovian stochastic linear-quadratic control : Volterra equations, rough volatility and equations with delay ; Contrôle linéaire-quadratique stochastique non markovien : dynamique de Volterra, volatilité rugueuse et équations avec retard

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    theses.fr, 2021-05-25

  3. Lefebvre, William [Author] ; Université Paris Cité [Contributor]; Pham, Huyên [Contributor]

    Stochastic control methods applied to portfolio construction, control with delay and PDE solving ; Méthodes de contrôle stochastique appliquées à la construction de portefeuille, au contrôle avec retard et à la résolution d'EDPs

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    theses.fr, 2022-12-09

  4. Dragan, V.; Aberkane, S.; Ivanov, I.; Popa, I.-L.

    On the Stabilizing Solution of Periodic Riccati Differential Equations Related to a Class of Stochastic Linear Quadratic Differential Game * *This work was supported by a grant of the Romanian National Authority for Scientific Research and Innovation, CNCS/CCCDI UEFISCDI, project number PN-III-P2-2.1-BG-2016-0333, within PNCDI III

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    Elsevier BV, 2017

    Published in: IFAC-PapersOnLine