THE MONOTONE FOLLOWER PROBLEM IN STOCHASTIC DECISION THEORYKARATZAS I.1981; APPL. MATH. OPTIM.; ISSN 0095-4616; USA; DA. 1981; VOL. 7; NO 2; PP. 175-189; BIBL. 15 REF.Article

OPTIMAL DISCOUNTED LINEAR CONTROL OF THE WIENER PROCESSKARATZAS I.1980; J. OPTIM. THEORY APPL.; ISSN 0022-3239; USA; DA. 1980; VOL. 31; NO 3; PP. 431-440; BIBL. 5 REF.Article

A CLASS OF SINGULAR STOCHASTIC CONTROL PROBLEMSKARATZAS I.1982; LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES; ISSN 0170-8643; DEU; DA. 1982; NO 43; PP. 312-319; BIBL. 7 REF.Conference Paper

ESTIMATION AND CONTROL FOR LINEAR, PARTIALLY OBSERVABLE SYSTEMS WITH NON-GAUSSIAN INITIAL DISTRIBUTIONBENES VE; KARATZAS I.1983; STOCHASTIC PROCESSES AND THEIR APPLICATIONS; ISSN 0304-4149; NLD; DA. 1983; VOL. 14; NO 3; PP. 233-248; BIBL. 18 REF.Article

Probabilistic aspects of finite-fuel stochastic controlKARATZAS, I.Proceedings of the National Academy of Sciences of the United States of America. 1985, Vol 82, Num 17, pp 5579-5581, issn 0027-8424Article

A DEGREE METHOD FOR FREE BOUNDARIES IN STOCHASTIC CONTROLKARATZAS I; BENES VE.1981; SIAM J. CONTROL OPTIM.; ISSN 0363-0129; USA; DA. 1981; VOL. 19; NO 3; PP. 283-332; BIBL. 23 REF.Article

On the pricing of american optionsKARATZAS, I.Applied mathematics & optimization. 1988, Vol 17, Num 1, pp 37-60, issn 0095-4616Article

EXAMPLES OF OPTIMAL CONTROL FOR PARTIALLY OBSERVABLE SYSTEMS: COMPARISON, CLASSICAL AND MARTINGALE METHODSBENES VE; KARATZAS I.1981; STOCHASTICS; ISSN 0090-9491; USA; DA. 1981; VOL. 5; NO 1-2; PP. 43-64; BIBL. 21 REF.Article

Transition probabilities for some special diffusionsBENES, V. E; KARATZAS, I.Journal of applied probability. 1987, Vol 24, Num 4, pp 888-898, issn 0021-9002Article

A generalized clark representation formula, with application to optimal portefoliosOCONE, D. L; KARATZAS, I.Stochastics and stochastics reports (Print). 1991, Vol 34, Num 3-4, pp 187-220, issn 1045-1129Article

Filtering of diffusions controlled through their conditional measuresBENES, V. E; KARATZAS, I.Stochastics. 1984, Vol 13, Num 1-2, pp 1-23, issn 0090-9491Article

Anticipative portfolio optimizationPIKOVSKY, I; KARATZAS, I.Advances in applied probability. 1996, Vol 28, Num 4, pp 1095-1122, issn 0001-8678Article

Backward stochastic differential equations with reflection and dynkin gamesCVITANIC, J; KARATZAS, I.Annals of probability. 1996, Vol 24, Num 4, pp 2024-2056, issn 0091-1798Article

Stationary control of Brownian motion in several dimensionsCOX, R. M; KARATZAS, I.Advances in applied probability. 1985, Vol 17, Num 3, pp 531-561, issn 0001-8678Article

Construction of stationary Markov equilibria in a strategic market gameKARATZAS, I; SHUBIK, M; SUDDERTH, W. D et al.Mathematics of operations research. 1994, Vol 19, Num 4, pp 975-1006, issn 0364-765XArticle

Backward stochastic differential equations with constraints on the gains-processCVITANIC, J; KARATZAS, I; SONER, H. M et al.Annals of probability. 1998, Vol 26, Num 4, pp 1522-1551, issn 0091-1798Article

Martingale and duality methods for utility maximization in an incomplete marketKARATZAS, I; LEHOCZKY, J. P; SHREVE, S. E et al.SIAM journal on control and optimization. 1991, Vol 29, Num 3, pp 702-730, issn 0363-0129Article