Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005): Difference between revisions

@@ Property / cites work @@
+Singular stochastic control in the presence of a state-dependent yield structure
+Normal rank
@@ Property / cites work @@
+Irreversible investment and industry equilibrium
@@ Property / cites work: Irreversible investment and industry equilibrium / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control under a Dynamic Fuel Constraint
@@ Property / cites work: Optimal Control under a Dynamic Fuel Constraint / rank @@
+Normal rank
@@ Property / cites work @@
+A connection between singular stochastic control and optimal stopping
+Normal rank
@@ Property / cites work @@
+Bounded Variation Singular Stochastic Control and Dynkin Game
+Normal rank
@@ Property / cites work @@
+Connections between optimal stopping and singular stochastic control
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional analysis, Sobolev spaces and partial differential equations
+Normal rank
@@ Property / cites work @@
+Optimal stopping and free boundary characterizations for some Brownian control problems
+Normal rank
@@ Property / cites work @@
+On a Stochastic, Irreversible Investment Problem
@@ Property / cites work: On a Stochastic, Irreversible Investment Problem / rank @@
+Normal rank
@@ Property / cites work @@
+A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis
+Normal rank
@@ Property / cites work @@
+A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries
+Normal rank
@@ Property / cites work @@
+Nash equilibria of threshold type for two-player nonzero-sum games of stopping
+Normal rank
@@ Property / cites work @@
+Probabilistic aspects of finite-fuel, reflected follower problems
+Normal rank
@@ Property / cites work @@
+Characterization of the Optimal Boundaries in Reversible Investment Problems
+Normal rank
@@ Property / cites work @@
+On an integral equation for the free-boundary of stochastic, irreversible investment problems
+Normal rank
@@ Property / cites work @@
+Optimal partially reversible investment with entry decision and general production function
+Normal rank
@@ Property / cites work @@
+Connections between Singular Control and Optimal Switching
+Normal rank
@@ Property / cites work @@
+Optimal Execution with Multiplicative Price Impact
+Normal rank
@@ Property / cites work @@
+A zero-sum game between a singular stochastic controller and a discretionary stopper
+Normal rank
@@ Property / cites work @@
+Time consistent side payments in a dynamic game of downstream pollution
+Normal rank
@@ Property / cites work @@
+The monotone follower problem in stochastic decision theory
+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 @@
+Probabilistic aspects of finite-fuel stochastic control
+Normal rank
@@ Property / cites work @@
+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3159207
@@ Property / cites work: Q3159207 / rank @@
+Normal rank
@@ Property / cites work @@
+Game of Singular Stochastic Control and Strategic Exit
+Normal rank
@@ Property / cites work @@
+A Model for Optimally Advertising and Launching a Product
+Normal rank
@@ Property / cites work @@
+Markov perfect equilibrium. I: Observable actions
@@ Property / cites work: Markov perfect equilibrium. I: Observable actions / rank @@
+Normal rank
@@ Property / cites work @@
+A Model for Reversible Investment Capacity Expansion
+Normal rank
@@ Property / cites work @@
+Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes
+Normal rank
@@ Property / cites work @@
+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
+Normal rank
@@ Property / cites work @@
+Average Optimal Singular Control and a Related Stopping Problem
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary condition in convex regions
+Normal rank
@@ Property / cites work @@
+Generalized solution in singular stochastic control: The nondegenerate problem
+Normal rank