Optimal stopping and stochastic control differential games for jump diffusions (Q5411896): Difference between revisions
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| Property / author | |||
| Property / author: Bernt Øksendal / rank | |||
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| Property / author: Bernt Øksendal / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W2092199932 / rank | |||
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| Property / cites work: Maximum principle for stochastic differential games with partial information / rank | |||
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| Property / cites work: Coherent Measures of Risk / rank | |||
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| Property / cites work: Convex measures of risk and trading constraints / rank | |||
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| Property / cites work: Q4778955 / rank | |||
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Latest revision as of 10:23, 8 July 2024
scientific article; zbMATH DE number 6288386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping and stochastic control differential games for jump diffusions |
scientific article; zbMATH DE number 6288386 |
Statements
Optimal stopping and stochastic control differential games for jump diffusions (English)
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25 April 2014
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optimal stopping
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stochastic control
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stochastic differential games
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jump diffusions
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optimal resource extraction in a worst-case scenario
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risk minimizing portfolios
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