Zero-Sum Markov Games with Impulse Controls (Q5218228): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear variational inequalities and differential games with stopping times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur un problème de dynkin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with reflection and Dynkin games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5342182 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5580119 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping Games for Markov Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential switching game in infinite horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed Zero-Sum Stochastic Differential Game and American Game Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging of swing game options in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Game options / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONTROL OF MARKOV PROCESSES AND $ W$-SPACES / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Value of Zero-Sum Stopping Games in Continuous Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4182645 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zero-sum Markov games with stopping and impulsive strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Penalty Method for Finite Horizon Stopping Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On impulsive control with long run average cost criterion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3676906 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-Time Dynkin Games with Mixed Strategies / rank
 
Normal rank

Revision as of 23:29, 21 July 2024

scientific article; zbMATH DE number 7176168
Language Label Description Also known as
English
Zero-Sum Markov Games with Impulse Controls
scientific article; zbMATH DE number 7176168

    Statements

    Zero-Sum Markov Games with Impulse Controls (English)
    0 references
    0 references
    0 references
    2 March 2020
    0 references
    Feller-Markov processes
    0 references
    stopping times
    0 references
    zero-sum games
    0 references
    Isaacs-Bellman equations
    0 references
    Dynkin's stopping game
    0 references
    impulse controls
    0 references
    saddle-point strategies
    0 references
    discounted cost
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references