Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005)

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scientific article; zbMATH DE number 7163649
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Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
scientific article; zbMATH DE number 7163649

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    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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