scientific article; zbMATH DE number 2134067

MaRDI QIDQ3159207zbMATH OpenFDO

Authors Ioannis Karatzas, Hui Wang

Publication date 15 February 2005

zbMATH Keywords

stochastic controlsaddle-pointgames of stoppingKomlós lemma

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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(19)

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• On a class of non-zero-sum stochastic differential dividend games with regime switching
• Connections between stochastic control and dynamic games
• Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls
• Doubly reflected BSDEs with integrable parameters and related Dynkin games
• Dynkin's games and Israeli options
• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
• On the value of a time-inconsistent mean-field zero-sum Dynkin game
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• scientific article; zbMATH DE number 1642337 (Why is no real title available?)
• Bounded Variation Singular Stochastic Control and Dynkin Game
• Solving singular control from optimal switching
• From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes

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