Pages that link to "Item:Q5215005"
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The following pages link to Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005):
Displayed 16 items.
- The dividend problem with a finite horizon (Q1704142) (← links)
- An optimal extraction problem with price impact (Q2041026) (← links)
- Optimal installation of renewable electricity sources: the case of Italy (Q2064642) (← links)
- Nash equilibria in a class of Markov stopping games with total reward criterion (Q2067263) (← links)
- Playing with ghosts in a Dynkin game (Q2196542) (← links)
- On a strategic model of pollution control (Q2327674) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
- A Class of Stochastic Games and Moving Free Boundary Problems (Q5065060) (← links)
- Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
- Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria (Q5111069) (← links)
- Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information (Q5883133) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
- The de Finetti Problem with Uncertain Competition (Q6057793) (← links)
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)
- Rogue traders (Q6166332) (← links)