Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121): Difference between revisions

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Latest revision as of 15:02, 1 August 2024

scientific article; zbMATH DE number 7708132
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English
Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs
scientific article; zbMATH DE number 7708132

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    Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (English)
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    6 July 2023
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    forward-backward stochastic differential equations
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    impulse control
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    quasi-variational inequalities
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    viscosity solutions
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    zero-sum stochastic differential games
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