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Property / author: Daniel Hernández-Hernández / rank
 
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Property / arXiv ID: 1212.2074 / rank
 
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Latest revision as of 08:39, 30 July 2024

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A zero-sum game between a singular stochastic controller and a discretionary stopper
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    A zero-sum game between a singular stochastic controller and a discretionary stopper (English)
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    26 February 2015
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    zero-sum games
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    singular stochastic control
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    optimal stopping
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    variational inequalities
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