Articles citing this article

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The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

A solution technique for Lévy driven long term average impulse control problems

Sören Christensen and Tobias Sohr
Stochastic Processes and their Applications 130 (12) 7303 (2020)
https://doi.org/10.1016/j.spa.2020.07.016

Expected Supremum Representation of the Value of a Singular Stochastic Control Problem

Luis H. R. Alvarez and Pekka Matomäki
SIAM Journal on Control and Optimization 55 (6) 3908 (2017)
https://doi.org/10.1137/15M1034957

Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance

Nicole El Karoui and Asma Meziou
The Annals of Probability 36 (2) (2008)
https://doi.org/10.1214/009117907000000222