Pages that link to "Item:Q2187339"
From MaRDI portal
The following pages link to Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339):
Displaying 11 items.
- Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
- Regression Monte Carlo for impulse control (Q2094845) (← links)
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
- A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
- Nash equilibria in nonzero-sum differential games with impulse control (Q2239927) (← links)
- The value of a minimax problem involving impulse control (Q2274614) (← links)
- HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) (← links)
- Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
- A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI (Q6073844) (← links)
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966) (← links)
