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Optimal control of linear systems with time varying drift parameters : the Guassian case
Christopeit, Norbert, (1996)
A quartet of semigroups for model specification, robustness, prices of risk, and model detection
Anderson, Ewan W., (2003)
The stochastic lake game : a numerical solution
Dechert, W. Davis, (2006)
Nonstationary denumerable state Markov decision processes : with average variance criterion
Guo, Xianping, (1999)
Zero-sum stochastic games with the average-value-at-risk criterion
Liu, Qiuli, (2023)
New sufficient conditions for average optimality in continuous-time Markov decision processes
Ye, Liuer, (2010)