Optimal stopping and stochastic control differential games for jump diffusions (Q5411896)
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scientific article; zbMATH DE number 6288386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping and stochastic control differential games for jump diffusions |
scientific article; zbMATH DE number 6288386 |
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Optimal stopping and stochastic control differential games for jump diffusions (English)
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25 April 2014
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optimal stopping
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stochastic control
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stochastic differential games
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jump diffusions
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optimal resource extraction in a worst-case scenario
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risk minimizing portfolios
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