On the controller-stopper problems with controlled jumps
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Publication:2318101
DOI10.1007/s00245-017-9463-8zbMath1422.91081arXiv1609.03954OpenAlexW2963459886MaRDI QIDQ2318101
Publication date: 13 August 2019
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.03954
Cooperative games (91A12) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Games of timing (91A55)
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