Pages that link to "Item:Q5401378"

The following pages link to Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games (Q5401378):

Displaying 23 items.

• Stochastic Perron for stochastic target games (Q292921) (← links)
• Stochastic Perron for stochastic target problems (Q328468) (← links)
• Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
• Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
• Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
• Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
• Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
• Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Optimal stopping games in models with various information flows (Q3383685) (← links)
• Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians (Q4568055) (← links)
• Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators (Q4602530) (← links)
• Martingale Optimal Transport with Stopping (Q4605433) (← links)
• Optimal entry and consumption under habit formation (Q5084791) (← links)
• Two-player zero-sum stochastic differential games with random horizon (Q5203980) (← links)
• Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)
• Contract Theory in a VUCA World (Q5232267) (← links)
• Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (Q5501201) (← links)
• Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
• Optimal investment for retail investors (Q6054421) (← links)