A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524): Difference between revisions

@@ Property / cites work @@
+On the Multidimensional Controller-and-Stopper Games
+Normal rank
@@ Property / cites work @@
+Proving regularity of the minimal probability of ruin via a game of stopping and control
+Normal rank
@@ Property / cites work @@
+Optimal Control of Inflation: A Central Bank Problem
+Normal rank
@@ Property / cites work @@
+A problem of singular stochastic control with discretionary stopping
+Normal rank
@@ Property / cites work @@
+Time-Consistent Portfolio Management
@@ Property / cites work: Time-Consistent Portfolio Management / rank @@
+Normal rank
@@ Property / cites work @@
+Mixed Zero-Sum Stochastic Differential Game and American Game Options
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs and mixed game problem
@@ Property / cites work: Reflected BSDEs and mixed game problem / rank @@
+Normal rank
@@ Property / cites work @@
+A singular control model with application to the goodwill problem
+Normal rank
@@ Property / cites work @@
+A class of singular stochastic control problems
@@ Property / cites work: A class of singular stochastic control problems / rank @@
+Normal rank
@@ Property / cites work @@
+The controller-and-stopper game for a linear diffusion.
+Normal rank
@@ Property / cites work @@
+A barrier option of American type
@@ Property / cites work: A barrier option of American type / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale approach to stochastic differential games of control and stopping
+Normal rank
@@ Property / cites work @@
+On the optimal stopping of a one-dimensional diffusion
+Normal rank
@@ Property / cites work @@
+Optimal target zones
@@ Property / cites work: Optimal target zones / rank @@
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4303982
@@ Property / cites work: Q4303982 / rank @@
+Normal rank
@@ Property / cites work @@
+On Stochastic Differential Equations with Reflecting Barriers
+Normal rank
@@ Property / cites work @@
+Singular control problems in bounded intervals
@@ Property / cites work: Singular control problems in bounded intervals / rank @@
+Normal rank
@@ Property / cites work @@
+A controller and a stopper game with degenerate variance control
+Normal rank