Edit Profile (opens in new tab) Horst, Ulrich Co-Author Distance Author ID: horst.ulrich Published as: Horst, Ulrich Documents Indexed: 58 Publications since 2001, including 9 Additional arXiv Preprints 2 Contributions as Editor Reviewing Activity: 36 Reviews Co-Authors: 53 Co-Authors with 54 Joint Publications 1,575 Co-Co-Authors all top 5 Co-Authors 5 single-authored 7 Fu, Guanxing 6 Xu, Wei 5 Graewe, Paulwin 5 Xia, Xiaonyu 4 Kreher, Dörte 4 Qiu, Jinniao 4 Sircar, Ronnie 3 Moreno-Bromberg, Santiago 2 Bayraktar, Erhan 2 Föllmer, Hans 2 Forges, Françoise 2 Kupper, Michael 2 Naujokat, Felix 2 Pirvu, Traian A. 2 Scheinkman, José Alexandre 1 Backhoff, Julio Daniel 1 Bayer, Christian 1 Beißner, Patrick 1 Bielagk, Jana 1 Bisin, Alberto 1 Cebiroğlu, Gökhan 1 Cheridito, Patrick 1 Denkert, Robert 1 Deuflhard, Peter 1 dos Reis, Gonçalo 1 Grötschel, Martin 1 Hager, Paul P. 1 Hömberg, Dietmar 1 Hu, Ying 1 Imkeller, Peter 1 Kirman, Alan P. 1 Kivman, Evgueni 1 Kramer, Jürg 1 Macrina, Andrea 1 Mainberger, Christoph 1 Mehrmann, Volker 1 Özgür, Onur 1 Paulsen, Michael 1 Polthier, Konrad 1 Popier, Alexandre 1 Réveillac, Anthony 1 Rothe, Christian 1 Salomon, Antoine 1 Schütte, Christof 1 Séré, Eric 1 Skutella, Martin 1 Sprekels, Jürgen 1 Starovoitovs, Konstantins 1 Wenzelburger, Jan 1 Zhang, Jianing 1 Zhang, Qi 1 Zhang, Rouyi 1 Zhou, Chao all top 5 Serials 6 SIAM Journal on Control and Optimization 5 Mathematics of Operations Research 5 Stochastic Processes and their Applications 4 Mathematics and Financial Economics 4 SIAM Journal on Financial Mathematics 3 Journal of Mathematical Economics 3 The Annals of Applied Probability 3 Economic Theory 2 Advances in Applied Probability 2 Journal of Economic Theory 2 Journal of Economic Dynamics & Control 2 Finance and Stochastics 1 Journal of Mathematical Analysis and Applications 1 Applied Mathematics and Optimization 1 International Journal of Game Theory 1 Journal of Applied Probability 1 Games and Economic Behavior 1 Mathematical Finance 1 Macroeconomic Dynamics 1 Quantitative Finance 1 Annals of Finance 1 EMS Series in Industrial and Applied Mathematics all top 5 Fields 47 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Probability theory and stochastic processes (60-XX) 16 Systems theory; control (93-XX) 3 Operations research, mathematical programming (90-XX) 2 General and overarching topics; collections (00-XX) 2 Partial differential equations (35-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Sequences, series, summability (40-XX) 1 Statistics (62-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 47 Publications have been cited 444 times in 294 Documents Cited by ▼ Year ▼ Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. Zbl 1118.91044 Föllmer, Hans; Horst, Ulrich; Kirman, Alan 36 2005 A non-Markovian liquidation problem and backward SPDEs with singular terminal conditions. Zbl 1312.93112 Graewe, Paulwin; Horst, Ulrich; Qiu, Jinniao 31 2015 Forward-backward systems for expected utility maximization. Zbl 1329.60182 Horst, Ulrich; Hu, Ying; Imkeller, Peter; Réveillac, Anthony; Zhang, Jianing 23 2014 When to cross the spread? Trading in two-sided limit order books. Zbl 1308.93224 Horst, Ulrich; Naujokat, Felix 23 2014 Smooth solutions to portfolio liquidation problems under price-sensitive market impact. Zbl 1380.93287 Graewe, Paulwin; Horst, Ulrich; Séré, Eric 21 2018 Equilibrium pricing in incomplete markets under translation invariant preferences. Zbl 1410.91439 Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A. 21 2016 Stationary equilibria in discounted stochastic games with weakly interacting players. Zbl 1115.91009 Horst, Ulrich 19 2005 Equilibria in systems of social interactions. Zbl 1141.91343 Horst, Ulrich; Scheinkman, José A. 18 2006 Mean field games with singular controls. Zbl 1386.93306 Fu, Guanxing; Horst, Ulrich 17 2017 A functional limit theorem for limit order books with state dependent price dynamics. Zbl 1379.60036 Bayer, Christian; Horst, Ulrich; Qiu, Jinniao 17 2017 Optimal trade execution with instantaneous price impact and stochastic resilience. Zbl 1386.93307 Graewe, Paulwin; Horst, Ulrich 15 2017 A mean field game of optimal portfolio liquidation. Zbl 1483.91215 Fu, Guanxing; Graewe, Paulwin; Horst, Ulrich; Popier, Alexandre 15 2021 A law of large numbers for limit order books. Zbl 1377.60041 Horst, Ulrich; Paulsen, Michael 14 2017 Mean-field leader-follower games with terminal state constraint. Zbl 1447.91159 Fu, Guanxing; Horst, Ulrich 14 2020 Financial price fluctuations in a stock market model with many interacting agents. Zbl 1134.91426 Horst, Ulrich 13 2005 A limit theorem for financial markets with inert investors. Zbl 1276.91055 Bayraktar, Erhan; Horst, Ulrich; Sircar, Ronnie 12 2006 A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition. Zbl 1334.93182 Horst, Ulrich; Qiu, Jinniao; Zhang, Qi 11 2016 On securitization, market completion and equilibrium risk transfer. Zbl 1255.91401 Horst, Ulrich; Pirvu, Traian A.; dos Reis, Gonçalo 11 2010 A weak law of large numbers for a limit order book model with fully state dependent order dynamics. Zbl 1367.60018 Horst, Ulrich; Kreher, Dörte 10 2017 The stochastic equation \(Y_{t+1}= A_t Y_t+ B_t\) with non-stationary coefficients. Zbl 0988.60034 Horst, Ulrich 9 2001 On the spanning property of risk bonds priced by equilibrium. Zbl 1276.91097 Horst, Ulrich; Müller, Matthias 7 2007 Optimal order display in limit order markets with liquidity competition. Zbl 1401.91572 Cebiroğlu, Gökhan; Horst, Ulrich 7 2015 Queuing, social interactions, and the microstructure of financial markets. Zbl 1134.91374 Horst, Ulrich; Rothe, Christian 6 2008 Stability of linear stochastic difference equations in strategically controlled random environments. Zbl 1047.60037 Horst, Ulrich 6 2003 Convergence of locally and globally interacting Markov chains. Zbl 1058.60087 Föllmer, Hans; Horst, Ulrich 6 2001 Functional limit theorems for marked Hawkes point measures. Zbl 1469.60160 Horst, Ulrich; Xu, Wei 6 2021 A scaling limit for limit order books driven by Hawkes processes. Zbl 1422.91803 Horst, Ulrich; Xu, Wei 6 2019 Risk minimization and optimal derivative design in a principal agent game. Zbl 1177.91082 Horst, Ulrich; Moreno-Bromberg, Santiago 5 2008 Second order approximations for limit order books. Zbl 1416.91350 Horst, Ulrich; Kreher, Dörte 5 2018 On non-ergodic asset prices. Zbl 1154.91025 Horst, Ulrich; Wenzelburger, Jan 4 2008 Multi-dimensional optimal trade execution under stochastic resilience. Zbl 1432.91103 Horst, Ulrich; Xia, Xiaonyu 4 2019 Maximum principle for quasi-linear reflected backward SPDEs. Zbl 1372.35057 Fu, Guanxing; Horst, Ulrich; Qiu, Jinniao 3 2017 A limit theorem for systems of social interactions. Zbl 1195.91089 Horst, Ulrich; Scheinkman, José A. 3 2009 Conditional analysis and a principal-agent problem. Zbl 1410.91407 Backhoff, Julio; Horst, Ulrich 3 2016 Feasibility and individual rationality in two-person Bayesian games. Zbl 1388.91050 Forges, Françoise; Horst, Ulrich; Salomon, Antoine 3 2016 A diffusion approximation for limit order book models. Zbl 1448.60078 Horst, Ulrich; Kreher, Dörte 3 2019 Portfolio liquidation under factor uncertainty. Zbl 1484.91424 Horst, Ulrich; Xia, Xiaonyu; Zhou, Chao 3 2022 Efficiency and equilibria in games of optimal derivative design. Zbl 1275.91132 Horst, Ulrich; Moreno-Bromberg, Santiago 3 2011 On derivatives with illiquid underlying and market manipulation. Zbl 1219.91140 Horst, Ulrich; Naujokat, Felix 2 2011 Portfolio liquidation games with self-exciting order flow. Zbl 1522.91219 Fu, Guanxing; Horst, Ulrich; Xia, Xiaonyu 2 2022 Sender-receiver games with cooperation. Zbl 1396.91038 Forges, Françoise; Horst, Ulrich 1 2018 Rational expectations equilibria of economies with local interactions. Zbl 1125.91002 Bisin, Alberto; Horst, Ulrich; Özgür, Onur 1 2006 Trading under market impact: crossing networks interacting with dealer markets. Zbl 1411.91483 Bielagk, Jana; Horst, Ulrich; Moreno-Bromberg, Santiago 1 2019 Robust contracting in general contract spaces. Zbl 1492.91171 Backhoff-Veraguas, Julio; Beissner, Patrick; Horst, Ulrich 1 2022 A maximum principle approach to a deterministic mean field game of control with absorption. Zbl 1503.91027 Graewe, Paulwin; Horst, Ulrich; Sircar, Ronnie 1 2022 Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint. Zbl 1470.93164 Horst, Ulrich; Xia, Xiaonyu 1 2021 MATHEON – Mathematics for key technologies. Zbl 1287.00001 1 2014 Portfolio liquidation under factor uncertainty. Zbl 1484.91424 Horst, Ulrich; Xia, Xiaonyu; Zhou, Chao 3 2022 Portfolio liquidation games with self-exciting order flow. Zbl 1522.91219 Fu, Guanxing; Horst, Ulrich; Xia, Xiaonyu 2 2022 Robust contracting in general contract spaces. Zbl 1492.91171 Backhoff-Veraguas, Julio; Beissner, Patrick; Horst, Ulrich 1 2022 A maximum principle approach to a deterministic mean field game of control with absorption. Zbl 1503.91027 Graewe, Paulwin; Horst, Ulrich; Sircar, Ronnie 1 2022 A mean field game of optimal portfolio liquidation. Zbl 1483.91215 Fu, Guanxing; Graewe, Paulwin; Horst, Ulrich; Popier, Alexandre 15 2021 Functional limit theorems for marked Hawkes point measures. Zbl 1469.60160 Horst, Ulrich; Xu, Wei 6 2021 Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint. Zbl 1470.93164 Horst, Ulrich; Xia, Xiaonyu 1 2021 Mean-field leader-follower games with terminal state constraint. Zbl 1447.91159 Fu, Guanxing; Horst, Ulrich 14 2020 A scaling limit for limit order books driven by Hawkes processes. Zbl 1422.91803 Horst, Ulrich; Xu, Wei 6 2019 Multi-dimensional optimal trade execution under stochastic resilience. Zbl 1432.91103 Horst, Ulrich; Xia, Xiaonyu 4 2019 A diffusion approximation for limit order book models. Zbl 1448.60078 Horst, Ulrich; Kreher, Dörte 3 2019 Trading under market impact: crossing networks interacting with dealer markets. Zbl 1411.91483 Bielagk, Jana; Horst, Ulrich; Moreno-Bromberg, Santiago 1 2019 Smooth solutions to portfolio liquidation problems under price-sensitive market impact. Zbl 1380.93287 Graewe, Paulwin; Horst, Ulrich; Séré, Eric 21 2018 Second order approximations for limit order books. Zbl 1416.91350 Horst, Ulrich; Kreher, Dörte 5 2018 Sender-receiver games with cooperation. Zbl 1396.91038 Forges, Françoise; Horst, Ulrich 1 2018 Mean field games with singular controls. Zbl 1386.93306 Fu, Guanxing; Horst, Ulrich 17 2017 A functional limit theorem for limit order books with state dependent price dynamics. Zbl 1379.60036 Bayer, Christian; Horst, Ulrich; Qiu, Jinniao 17 2017 Optimal trade execution with instantaneous price impact and stochastic resilience. Zbl 1386.93307 Graewe, Paulwin; Horst, Ulrich 15 2017 A law of large numbers for limit order books. Zbl 1377.60041 Horst, Ulrich; Paulsen, Michael 14 2017 A weak law of large numbers for a limit order book model with fully state dependent order dynamics. Zbl 1367.60018 Horst, Ulrich; Kreher, Dörte 10 2017 Maximum principle for quasi-linear reflected backward SPDEs. Zbl 1372.35057 Fu, Guanxing; Horst, Ulrich; Qiu, Jinniao 3 2017 Equilibrium pricing in incomplete markets under translation invariant preferences. Zbl 1410.91439 Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A. 21 2016 A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition. Zbl 1334.93182 Horst, Ulrich; Qiu, Jinniao; Zhang, Qi 11 2016 Conditional analysis and a principal-agent problem. Zbl 1410.91407 Backhoff, Julio; Horst, Ulrich 3 2016 Feasibility and individual rationality in two-person Bayesian games. Zbl 1388.91050 Forges, Françoise; Horst, Ulrich; Salomon, Antoine 3 2016 A non-Markovian liquidation problem and backward SPDEs with singular terminal conditions. Zbl 1312.93112 Graewe, Paulwin; Horst, Ulrich; Qiu, Jinniao 31 2015 Optimal order display in limit order markets with liquidity competition. Zbl 1401.91572 Cebiroğlu, Gökhan; Horst, Ulrich 7 2015 Forward-backward systems for expected utility maximization. Zbl 1329.60182 Horst, Ulrich; Hu, Ying; Imkeller, Peter; Réveillac, Anthony; Zhang, Jianing 23 2014 When to cross the spread? Trading in two-sided limit order books. Zbl 1308.93224 Horst, Ulrich; Naujokat, Felix 23 2014 MATHEON – Mathematics for key technologies. Zbl 1287.00001 1 2014 Efficiency and equilibria in games of optimal derivative design. Zbl 1275.91132 Horst, Ulrich; Moreno-Bromberg, Santiago 3 2011 On derivatives with illiquid underlying and market manipulation. Zbl 1219.91140 Horst, Ulrich; Naujokat, Felix 2 2011 On securitization, market completion and equilibrium risk transfer. Zbl 1255.91401 Horst, Ulrich; Pirvu, Traian A.; dos Reis, Gonçalo 11 2010 A limit theorem for systems of social interactions. Zbl 1195.91089 Horst, Ulrich; Scheinkman, José A. 3 2009 Queuing, social interactions, and the microstructure of financial markets. Zbl 1134.91374 Horst, Ulrich; Rothe, Christian 6 2008 Risk minimization and optimal derivative design in a principal agent game. Zbl 1177.91082 Horst, Ulrich; Moreno-Bromberg, Santiago 5 2008 On non-ergodic asset prices. Zbl 1154.91025 Horst, Ulrich; Wenzelburger, Jan 4 2008 On the spanning property of risk bonds priced by equilibrium. Zbl 1276.91097 Horst, Ulrich; Müller, Matthias 7 2007 Equilibria in systems of social interactions. Zbl 1141.91343 Horst, Ulrich; Scheinkman, José A. 18 2006 A limit theorem for financial markets with inert investors. Zbl 1276.91055 Bayraktar, Erhan; Horst, Ulrich; Sircar, Ronnie 12 2006 Rational expectations equilibria of economies with local interactions. Zbl 1125.91002 Bisin, Alberto; Horst, Ulrich; Özgür, Onur 1 2006 Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. Zbl 1118.91044 Föllmer, Hans; Horst, Ulrich; Kirman, Alan 36 2005 Stationary equilibria in discounted stochastic games with weakly interacting players. Zbl 1115.91009 Horst, Ulrich 19 2005 Financial price fluctuations in a stock market model with many interacting agents. Zbl 1134.91426 Horst, Ulrich 13 2005 Stability of linear stochastic difference equations in strategically controlled random environments. Zbl 1047.60037 Horst, Ulrich 6 2003 The stochastic equation \(Y_{t+1}= A_t Y_t+ B_t\) with non-stationary coefficients. Zbl 0988.60034 Horst, Ulrich 9 2001 Convergence of locally and globally interacting Markov chains. Zbl 1058.60087 Föllmer, Hans; Horst, Ulrich 6 2001 all cited Publications top 5 cited Publications all top 5 Cited by 459 Authors 36 Horst, Ulrich 10 Popier, Alexandre 10 Qiu, Jinniao 7 Fu, Guanxing 7 Kupper, Michael 6 Graewe, Paulwin 5 Biagini, Francesca 5 Fujii, Masaaki 5 Guo, Xin 5 Kruse, Thomas 5 Luo, Peng 5 Nowak, Andrzej S. 5 Voß, Moritz 4 dos Reis, Gonçalo 4 Drapeau, Samuel 4 Jaimungal, Sebastian 4 Jamneshan, Asgar 4 Kreher, Dörte 4 Lux, Thomas C. H. 4 Moreno-Bromberg, Santiago 4 Muhle-Karbe, Johannes 4 Ricchiuti, Giorgio 4 Xia, Xiaonyu 3 Bayraktar, Erhan 3 Campi, Luciano 3 Föllmer, Hans 3 Forges, Françoise 3 Gao, Xuefeng 3 Jaśkiewicz, Anna 3 Lin, Zhongjian 3 Löwe, Matthias 3 Mazzon, Andrea 3 Meyer-Brandis, Thilo 3 Müller, Marvin S. 3 Naimzada, Ahmad K. 3 Pirvu, Traian A. 3 Sezer, Ali Devin 3 Stadje, Mitja 3 Takahashi, Akihiko 3 Tangpi, Ludovic 3 Xu, Wei 2 Ackermann, Julia 2 Alfarano, Simone 2 Anthropelos, Michail 2 Bank, Peter 2 Bielagk, Jana 2 Bottazzi, Giulio 2 Cao, Haoyang 2 Chan, Ngai Hang 2 Chiarella, Carl 2 Cohen, Asaf 2 Cont, Rama 2 Dieci, Roberto 2 Ferrari, Giorgio 2 Fromm, Alexander 2 Gardini, Laura 2 Ghezal, Ahmed 2 Imkeller, Peter 2 Jarrow, Robert Alan 2 Karliczek, Martin 2 Kirman, Alan P. 2 Kuhn, Christoph 2 Macrina, Andrea 2 Mania, Michael 2 Menoukeu Pamen, Olivier 2 Mostovyi, Oleksii 2 Mounjid, Othmane 2 Navarro-Barrientos, J. Emeterio 2 Nedelcu, Sorin 2 Neuman, Eyal 2 Pham, Huyên 2 Possamaï, Dylan 2 Réveillac, Anthony 2 Roitershtein, Alexander 2 Rosenbaum, Mathieu 2 Rotundo, Giulia 2 Scheinkman, José Alexandre 2 Schied, Alexander 2 Schweitzer, Frank 2 Sircar, Ronnie 2 Streckfuß, Martin 2 Tankov, Peter 2 Tevzadze, Revaz 2 Tolotti, Marco 2 Urusov, Mikhail A. 2 Wang, Haixu 2 Wei, Wenning 2 Wenzelburger, Jan 2 Werner, Ivan 2 Xiong, Dewen 2 Zhang, Liangquan 2 Zhang, Qi 2 Zhang, Rongmao 2 Zheng, Harry H. 2 Zhou, Chao 2 Zhou, Jun 2 Žitković, Gordan 1 Abergel, Frédéric 1 Agudze, Komla M. 1 Ahmadi, Mahdi ...and 359 more Authors all top 5 Cited in 96 Serials 24 SIAM Journal on Financial Mathematics 21 Stochastic Processes and their Applications 17 Journal of Economic Dynamics & Control 16 SIAM Journal on Control and Optimization 15 Mathematics and Financial Economics 11 Finance and Stochastics 10 The Annals of Applied Probability 6 Journal of Mathematical Analysis and Applications 6 Journal of Economic Theory 6 Mathematics of Operations Research 6 Mathematical Finance 5 Physica A 5 Chaos, Solitons and Fractals 5 Journal of Mathematical Economics 5 Applied Mathematical Finance 4 Journal of Differential Equations 4 Economic Theory 4 Stochastics and Dynamics 3 Applied Mathematics and Optimization 3 International Journal of Game Theory 3 Journal of Econometrics 3 Mathematical Social Sciences 3 Insurance Mathematics & Economics 3 Annals of Operations Research 3 European Journal of Operational Research 3 Electronic Journal of Probability 3 International Journal of Theoretical and Applied Finance 3 Macroeconomic Dynamics 3 Decisions in Economics and Finance 3 Dynamic Games and Applications 3 Probability, Uncertainty and Quantitative Risk 2 Applied Mathematics and Computation 2 Journal of Optimization Theory and Applications 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Queueing Systems 2 Games and Economic Behavior 2 Communications in Statistics. Theory and Methods 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Acta Mathematica Sinica. English Series 2 Probability in the Engineering and Informational Sciences 2 Econometric Theory 2 Quantitative Finance 2 Stochastic Models 2 Advances in Complex Systems 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Numerical Algebra, Control and Optimization 2 Stochastic Systems 1 Advances in Applied Probability 1 Journal of Mathematical Physics 1 Mathematische Semesterberichte 1 Nonlinearity 1 The Annals of Probability 1 Automatica 1 Journal of Multivariate Analysis 1 Mathematics and Computers in Simulation 1 Numerische Mathematik 1 Transactions of the American Mathematical Society 1 Systems & Control Letters 1 Note di Matematica 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 1 Optimization 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 MCSS. Mathematics of Control, Signals, and Systems 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational Economics 1 Electronic Communications in Probability 1 Bernoulli 1 Discrete and Continuous Dynamical Systems 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Mathematical Methods of Operations Research 1 Statistical Inference for Stochastic Processes 1 Applied Stochastic Models in Business and Industry 1 International Journal of Modern Physics C 1 Discrete and Continuous Dynamical Systems. Series B 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Asia-Pacific Financial Markets 1 Boletim da Sociedade Paranaense de Matemática. Terceira Série 1 Fixed Point Theory and Applications 1 Stochastics 1 The European Physical Journal B. Condensed Matter and Complex Systems 1 Journal of Logic and Analysis 1 Set-Valued and Variational Analysis 1 Probability Surveys 1 European Actuarial Journal 1 Annals of Finance 1 Communications in Mathematics and Statistics 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 Chinese Journal of Mathematics 1 Minimax Theory and its Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Transactions of A. Razmadze Mathematical Institute 1 Frontiers of Mathematical Finance all top 5 Cited in 25 Fields 214 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 151 Probability theory and stochastic processes (60-XX) 74 Systems theory; control (93-XX) 30 Calculus of variations and optimal control; optimization (49-XX) 24 Partial differential equations (35-XX) 24 Statistics (62-XX) 22 Operations research, mathematical programming (90-XX) 10 Dynamical systems and ergodic theory (37-XX) 7 Ordinary differential equations (34-XX) 5 Numerical analysis (65-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Measure and integration (28-XX) 4 Computer science (68-XX) 3 Mathematical logic and foundations (03-XX) 3 Functional analysis (46-XX) 3 General topology (54-XX) 3 Biology and other natural sciences (92-XX) 2 Real functions (26-XX) 2 Difference and functional equations (39-XX) 2 Operator theory (47-XX) 1 Combinatorics (05-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) Citations by Year