Standout Papers
Citation Impact
Citing Papers
The Firm as an Incentive System
1994 StandoutNobel
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
1988 StandoutNobel
Optimal design and relaxation of variational problems, I
1986
Unified segmentation
2005 Standout
Optimal adaptive testing for epidemic control: Combining molecular and serology tests
2023 StandoutNobel
User-guided 3D active contour segmentation of anatomical structures: Significantly improved efficiency and reliability
2006 Standout
Unbiased average age-appropriate atlases for pediatric studies
2010 Standout
Landmark matching via large deformation diffeomorphisms
2000
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
2007 StandoutNobel
Stock and Compensation*
1991 StandoutNobel
On uniqueness and existence of viscosity solutions of fully nonlinear second‐order elliptic PDE's
1989
Controlled markov processes and viscosity solutions
1994
A Stochastic Control Approach to the Pricing of Options
1990
Agency costs and innovation
1989 StandoutNobel
Optimal Control with State-Space Constraint I
1986
A Viscosity Solution Approach to the Asymptotic Analysis of Queueing Systems
1990
Best constant in Sobolev inequality
1976 Standout
Asset Prices and Default-free Term Structure in an Equilibrium Model of Default
2000
On the Singularities of the Viscosity Solutions to Hamilton-Jacobi-Bellman Equations
1985
Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. Part I: the case of bounded stochastic evolutions
1988
Envelope Theorems for Arbitrary Choice Sets
2002 StandoutNobel
Control theory: A useful conceptual framework for personality–social, clinical, and health psychology.
1982 Standout
Managerial incentives: on the Near Linearity of Optimal Compensation
1998 StandoutNobel
Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom
2009 Standout
A continuous time equilibrium model of forward prices and futures prices in a multigood economy
1981
Viscosity Solutions for Weakly Coupled Systems of Hamilton-Jacobi Equations
1991
Evaluating Natural Resource Investments
1985 Standout
The Wage Policy of a Firm
1994 StandoutNobel
Optimal Control Theory
1974
The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
1987 StandoutNobel
A Test of the Hotelling Valuation Principle
1985 StandoutNobel
Application of Stochastic Optimal Control to Financial Market Debt Crises
2009
Recovery of Preferences from Observed Wealth in a Single Realization
1997 StandoutNobel
Symposium on Organizations and Economics
1991 StandoutNobel
A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
1986
Liquidity Risk and Expected Stock Returns
2003 Standout
Dynamic Nonmyopic Portfolio Behavior
1996
Stochastic Differential Utility
1992
User’s guide to viscosity solutions of second order partial differential equations
1992 Standout
Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
1983
Generating optimal topologies in structural design using a homogenization method
1988 Standout
Corporate social responsibility and access to finance
2013 Standout
Managerial incentives and risk-taking☆
2005 Standout
A Model of Competitive Stock Trading Volume
1994
Robust Control and Model Uncertainty
2001 StandoutNobel
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
1989 Standout
Optimal Control with State-Space Constraint. II
1986
Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints
1989
Exit Time Problems in Optimal Control and Vanishing Viscosity Method
1988
Annuities and Individual Welfare
2005 StandoutNobel
Using Cost Observation to Regulate Firms
1986 StandoutNobel
Market Liquidity and Performance Monitoring
1993 StandoutNobel
A uniqueness result for viscosity solutions of second order fully nonlinear partial differential equations
1988
A numerical approach to the infinite horizon problem of deterministic control theory
1987
Incomplete Contracts: Where do We Stand?
1999 StandoutNobel
The Integrability Problem of Asset Prices
1993
Optimal consumption and portfolio policies when asset prices follow a diffusion process
1989
Dynamic Valuation Decomposition Within Stochastic Economies
2012 StandoutNobel
Life Annuitization: Why and how Much?
2006
Boundary conditions optimal control
1989
Discontinuous solutions of deterministic optimal stopping time problems
1987
How Sensitive Is Investment to Cash Flow When Financing Is Frictionless?
2003
Controlled Markov Processes and Viscosity Solutions
2005 Standout
Portfolio Performance and Agency
2009 StandoutNobel
Asset Pricing in a Production Economy with Incomplete Information
1986
Risk Taking by Mutual Funds as a Response to Incentives
1997 Standout
Constrained model predictive control: Stability and optimality
2000 Standout
Active Labour Market Policy Evaluations: A Meta‐Analysis
2010 StandoutNobel
Employment Contracts, Influence Activities, and Efficient Organization Design
1988 StandoutNobel
On the Hamilton-Jacobi-Bellman equations
1983
Multitask Principal–Agent Analyses: Incentive Contracts, Asset Ownership, and Job Design
1991 StandoutNobel
Stability analysis and optimal control of an epidemic model with vaccination
2015
Aggregation and Linearity in the Provision of Intertemporal Incentives
1987 StandoutNobel
Competition, Risk, and Managerial Incentives
2003 Standout
On solving certain nonlinear partial differential equations by accretive operator methods
1980
Robustness and Pricing with Uncertain Growth
2002 StandoutNobel
Robust Permanent Income and Pricing
1999 StandoutNobel
A Uniqueness Result for Viscosity Solutions of Second Order Fully Nonlinear Partial Differential Equations
1988
The Determinants of Credit Spread Changes
2001 Standout
The Term Structure of Interest Rates in a Partially Observable Economy
1989
Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
1991
The Cash Flow Sensitivity of Cash
2004 Standout
Recursive utility and the Ramsey problem
1990
Optimal Financial Policy and Firm Valuation
1984
Optimal design and relaxation of variational problems, III
1986
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
1994 Standout
An Empirical Comparison of Alternative Models of the Short‐Term Interest Rate
1992 Standout
Information and Timing in Repeated Partnerships
1991 StandoutNobel
The Economics of Career Concerns, Part II: Application to Missions and Accountability of Government Agencies
1999 StandoutNobel
Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games
1992
A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
1995 Standout
Household Finance
2006 Standout
Works of Raymond Rishel being referenced
An integral formula for total gradient variation
1960
Deterministic and Stochastic Optimal Control.
1976 Standout
Whether to sell or hold a stock
2006
Deterministic and Stochastic Optimal Control
1975 Standout
Dynamic Programming and Minimum Principles for Systems with Jump Markov Disturbances
1975