Optimal stopping and stochastic control differential games for jump diffusions (Q5411896): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2092199932 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Maximum principle for stochastic differential games with partial information / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Coherent Measures of Risk / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Convex measures of risk and trading constraints / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4778955 / rank | |||
Normal rank | |||
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)
0 references
25 April 2014
0 references
optimal stopping
0 references
stochastic control
0 references
stochastic differential games
0 references
jump diffusions
0 references
optimal resource extraction in a worst-case scenario
0 references
risk minimizing portfolios
0 references
