Global regularity of the value function in a stopper vs. singular-controller game

MaRDI QIDQ7182270arXivFDO

Authors Andrea Bovo, Alessandro Milazzo

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Free boundary problems for PDEs (35R35) Regularity of solutions in optimal control (49N60) Stopping times; optimal stopping problems; gambling theory (60G40) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)

arXiv classification

math.OC

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