A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A zero-sum game between a singular stochastic controller and a discretionary stopper |
scientific article |
Statements
A zero-sum game between a singular stochastic controller and a discretionary stopper (English)
0 references
26 February 2015
0 references
zero-sum games
0 references
singular stochastic control
0 references
optimal stopping
0 references
variational inequalities
0 references
