A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524)
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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)
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26 February 2015
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zero-sum games
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singular stochastic control
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optimal stopping
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variational inequalities
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