Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005)
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scientific article; zbMATH DE number 7163649
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic nonzero-sum games: a new connection between singular control and optimal stopping |
scientific article; zbMATH DE number 7163649 |
Statements
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (English)
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5 February 2020
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games of singular control
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games of optimal stopping
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Nash equilibrium
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one-dimensional diffusion
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Hamilton-Jacobi-Bellman equation
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verification theorem
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