A controller and a stopper game with degenerate variance control

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Publication:2433673

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DOI10.1214/ECP.v11-1202zbMath1119.91018OpenAlexW2080292211MaRDI QIDQ2433673

Ananda P. N. Weerasinghe

Publication date: 3 November 2006

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/127886

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

Related Items (3)

Nonzero-sum stochastic differential game between controller and stopper for jump diffusions ⋮ Martingale approach to stochastic differential games of control and stopping ⋮ A zero-sum game between a singular stochastic controller and a discretionary stopper

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