A Maximum Principle for SDEs of Mean-Field Type, Applied Mathematics & Optimization, vol.42, issue.7, pp.341-356, 2011. ,
DOI : 10.1007/s00245-010-9123-8
Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions, Stochastics, vol.3, issue.1, pp.169-222, 1983. ,
DOI : 10.1080/17442508308833253
Stochastic maximum principles for systems with partial information and application to the separation principle Applied Stochastic Analysis, pp.157-172, 1991. ,
Risk-Sensitive Mean-Field Type Control, preprint, 2017. ,
Mean-field backward stochastic differential equations: A limit approach, The Annals of Probability, vol.37, issue.4, pp.1524-1565, 2009. ,
DOI : 10.1214/08-AOP442
URL : http://arxiv.org/pdf/0711.2162v1.pdf
Mean-field Backward Stochastic Differential Equations and Related Partial Differential Equations, Stochastic Processes and their Applications, pp.3133-3154, 2009. ,
Mean-field Stochastic Differential Equations and Associated PDEs, The Annals of Probability, pp.824-878, 2009. ,
Mean field forward-backward stochastic differential equations, Electronic Communications in Probability, vol.18, issue.0, 2013. ,
DOI : 10.1214/ECP.v18-2446
URL : https://hal.archives-ouvertes.fr/hal-00752997
Backward Stochastic Differential Equations in Finance, Mathematical Finance, vol.7, issue.1, pp.1-71, 1997. ,
DOI : 10.1111/1467-9965.00022
Applied stochastic control with jumps processes, 2004. ,
Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance, Journal of Optimization Theory and Applications, vol.38, issue.1, pp.77-98, 2004. ,
DOI : 10.1023/B:JOTA.0000026132.62934.96
Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields, Stochastics An International Journal of Probability and Stochastic Processes, vol.77, issue.5, p.381399, 2005. ,
DOI : 10.1016/S0304-4149(96)00120-2
Singular stochastic control and optimal stopping with partial information of jump diffusions, SIAM J. Control Optim, vol.50, issue.4, p.22542287, 2012. ,
Singular stochastic control and optimal stopping of SPDEs, and Backward SPDEs with refllection, Mathematics of Operations Research, 2013. ,
Stochastic partial differential equations and filtering of diffusion processes, Stochastics, vol.3, p.127167, 1979. ,
Stochastic equations in infinite dimensions, 1992. ,
A concise cours on stochastic partial differential equations, Lecture notes in Mathematics, vol.1905, 2007. ,
Stochastic Evolution Equations of Jump Type: Existence, Uniqueness and Large Deviation Principles, Potential Analysis, vol.28, issue.2, 2007. ,
DOI : 10.1007/s11118-006-9035-z
On solutions of backward stochastic differential equations with jumps and applications, Stochastic Processes and their Applications, pp.209-236, 1997. ,
Forward and Backward Mean-Field Stochastic Partial Differential Equation and Optimal Control, preprint 2016 https ,