Pages that link to "Item:Q941305"

The following pages link to Martingale approach to stochastic differential games of control and stopping (Q941305):

Displaying 33 items.

• Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
• Nonzero-sum stochastic differential game between controller and stopper for jump diffusions (Q370194) (← links)
• Second order reflected backward stochastic differential equations (Q389069) (← links)
• Portfolio risk minimization and differential games (Q425781) (← links)
• Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
• Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption (Q499190) (← links)
• Optimal stopping for non-linear expectations. I (Q550129) (← links)
• Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
• Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
• Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
• Existence and uniqueness of viscosity solutions for nonlinear variational inequalities associated with mixed control (Q1997191) (← links)
• Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
• A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
• Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
• Game of Singular Stochastic Control and Strategic Exit (Q3465937) (← links)
• Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)
• Existence of Value in Stochastic Differential Games of Mixed Type (Q4648516) (← links)
• Approximation of value function of differential game with minimal cost (Q5037481) (← links)
• How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition (Q5037503) (← links)
• LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
• Impulse control of a diffusion with a change point (Q5265791) (← links)
• Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application (Q5410858) (← links)
• Utility Maximization When Shorting American Options (Q5853611) (← links)
• The de Finetti Problem with Uncertain Competition (Q6057793) (← links)
• Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
• Optimal stopping with expectation constraints (Q6126790) (← links)
• Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions (Q6146679) (← links)
• Zero-sum stopper versus singular-controller games with constrained control directions (Q6576865) (← links)
• A two-person zero-sum game approach for a retirement decision with borrowing constraints (Q6623044) (← links)
• A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients (Q6668705) (← links)