Jacka, Saul D.; Mijatović, Aleksandar On the policy improvement algorithm in continuous time. (English) Zbl 1380.93289 Stochastics 89, No. 1, 348-359 (2017). MSC: 93E20 60J25 60J60 PDFBibTeX XMLCite \textit{S. D. Jacka} and \textit{A. Mijatović}, Stochastics 89, No. 1, 348--359 (2017; Zbl 1380.93289) Full Text: DOI arXiv
Benth, Fred Espen (ed.); Di Nunno, Giulia (ed.); Jacka, Saul (ed.) Preface. (English) Zbl 1364.00036 Stochastics 89, No. 1, 1-2 (2017). MSC: 00B25 60-06 91-06 00B30 PDFBibTeX XMLCite \textit{F. E. Benth} (ed.) et al., Stochastics 89, No. 1, 1--2 (2017; Zbl 1364.00036) Full Text: DOI
Jacka, Saul A simple proof of Kramkov’s result on uniform supermartingale decompositions. (English) Zbl 1255.60072 Stochastics 84, No. 5-6, 599-602 (2012). MSC: 60G44 60G07 PDFBibTeX XMLCite \textit{S. Jacka}, Stochastics 84, No. 5--6, 599--602 (2012; Zbl 1255.60072) Full Text: DOI Link
Assing, Sigurd (ed.); Jacka, Saul (ed.); Papavasiliou, Anastasia (ed.) Part special issue: Filtering and stochastic control. Selected papers based on the presentations at the international workshop, University of Warwick, Coventry, England, August 20–22, 2007. (English) Zbl 1198.93025 Stochastics 82, No. 1-3, 131 p. (2010). MSC: 93-06 93E20 00B25 PDFBibTeX XML
Jacka, S. D.; Kyprianou, A. E.; Peskir, G. Optimal stopping with applications: an editorial prelude. (English) Zbl 1110.60039 Stochastics 79, No. 1-2, 1-4 (2007). MSC: 60G40 60-03 PDFBibTeX XMLCite \textit{S. D. Jacka} et al., Stochastics 79, No. 1--2, 1--4 (2007; Zbl 1110.60039) Full Text: DOI