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Hidden Markov models in finance
Mamon, Rogemar S., (2007)
Duration Models and Point Processes
Florens, Jean-P., (2007)
Managing Beliefs about Monetary Policy underDiscretion
Mertens, Elmar, (2009)
The lagrange approach to infinite linear programs
Gabriel, J., (2001)
Bias and overtaking equilibria for zero-sum continuous-time Markov games
Prieto-Rumeau, Tomás, (2005)
Markov control processes with pathwise constraints
Mendoza-Pérez, Armando, (2010)