The following pages link to (Q4205251):
Displayed 50 items.
- Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions (Q255505) (← links)
- Uncertainty and inside information (Q261231) (← links)
- Linear-quadratic mean field games (Q289122) (← links)
- Mean field games with a dominating player (Q315770) (← links)
- Pathwise strategies for stochastic differential games with an erratum to ``Stochastic differential games with asymmetric information'' (Q372998) (← links)
- Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies (Q378340) (← links)
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition (Q400582) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- A BSDE approach to stochastic differential games with incomplete information (Q424510) (← links)
- Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations (Q435086) (← links)
- Asymptotic mean value properties for the \(p\)-Laplacian (Q435151) (← links)
- On regularity properties and approximations of value functions for stochastic differential games in domains (Q465472) (← links)
- Approximating the value functions for stochastic differential games with the ones having bounded second derivatives (Q468739) (← links)
- Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Differential games with asymmetric information and without Isaacs' condition (Q524959) (← links)
- Some recent aspects of differential game theory (Q545655) (← links)
- Dynamic Bertrand oligopoly (Q626425) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals (Q655329) (← links)
- Numerical analysis of a free-boundary singular control problem in financial economics (Q673248) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- On the independence of the value function for stochastic differential games of the probability space (Q744245) (← links)
- Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals (Q744970) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- Linear quadratic stochastic integral games and related topics (Q904652) (← links)
- A stochastic differential game for the inhomogeneous \(\infty \)-Laplace equation (Q964776) (← links)
- On the regularity of viscosity solutions of fully nonlinear elliptic equations (Q999915) (← links)
- Principal eigenvalues and an anti-maximum principle for homogeneous fully nonlinear elliptic equations (Q1014734) (← links)
- Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games (Q1198562) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- Interior \(C^{2,\alpha}\) regularity theory for a class of nonconvex fully nonlinear elliptic equations. (Q1408905) (← links)
- A probabilistic approach to second order variational inequalities with bilateral constraints (Q1425696) (← links)
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
- Some partially observed multi-agent linear exponential quadratic stochastic differential games (Q1711899) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- Martingale problem under nonlinear expectations (Q1744199) (← links)
- Regularity theory for the Isaacs equation through approximation methods (Q1755167) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- Multiple-objective risk-sensitive control and its small noise limit (Q1868064) (← links)
- A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- Structured ambiguity and model misspecification (Q2067388) (← links)
- New formulations of ambiguous volatility with an application to optimal dynamic contracting (Q2067400) (← links)
- Estimating robustness (Q2067408) (← links)
- Ambiguity in dynamic contracts (Q2067409) (← links)