A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3100394297 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1609.09092 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional viability for impulse differential games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weakly Chained Matrices, Policy Iteration, and Impulse Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Multidimensional Controller-and-Stopper Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Impulse Control of Jump Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Utility maximisation in a factor model with constant and proportional transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Verification Result for Stochastic Impulse Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A non-local free boundary problem arising in a theory of financial bubbles / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE SINGULARITIES OF AN IMPULSIVE DIFFERENTIAL GAME ARISING IN MATHEMATICAL FINANCE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak Dynamic Programming Principle for Viscosity Solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Impulse control problem on finite horizon with execution delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential games with asymmetric information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential Games with Impulse Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The maximum principle for semicontinuous functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed generalized Dynkin game and stochastic control in a Markovian framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: The existence of value in differential games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3396313 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4205251 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zero-sum stochastic differential games and backward equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357505 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5331036 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4277766 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4486430 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward SDEs with constrained jumps and quasi-variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model of optimal portfolio selection under liquidity risk and price impact / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping under adverse nonlinear expectation and related games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4303982 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential games with continuous, switching and impulse controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Switching Games of Stochastic Differential Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stochastic control, stochastic target problems, and backward SDE. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zero-sum differential games involving impulse controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential games involving impulse controls / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:45, 19 July 2024

scientific article
Language Label Description Also known as
English
A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions
scientific article

    Statements

    A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (English)
    0 references
    0 references
    19 June 2019
    0 references
    zero-sum stochastic differential game
    0 references
    impulse control
    0 references
    quasi-variational inequalities
    0 references
    viscosity solutions
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references