Optimal stopping and stochastic control differential games for jump diffusions (Q5411896): Difference between revisions

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Latest revision as of 10:23, 8 July 2024

scientific article; zbMATH DE number 6288386
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English
Optimal stopping and stochastic control differential games for jump diffusions
scientific article; zbMATH DE number 6288386

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    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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