Stochastic differential games involving impulse controls
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Publication:3170570
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Cites work
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- Classical and impulse stochastic control of the exchange rate using interest rates and reserves.
- Differential games with continuous, switching and impulse controls
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- Systems governed by ordinary differential equations with continuous, switching and impulse controls
- User’s guide to viscosity solutions of second order partial differential equations
- Zero-sum differential games involving impulse controls
Cited in
(31)- A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games
- Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities
- Differential games with continuous, switching and impulse controls
- scientific article; zbMATH DE number 5121100 (Why is no real title available?)
- The value of a minimax problem involving impulse control
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application
- Markovian strategies for piecewise deterministic differential games with continuous and impulse controls
- Martingale approach to stochastic differential games of control and stopping
- Nonzero-sum impulse games with regime switching
- Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls
- Infinite dimensional differential games with hybrid controls
- Zero-sum stochastic differential game in finite horizon involving impulse controls
- Nash equilibria in nonzero-sum differential games with impulse control
- Connections between stochastic control and dynamic games
- Zero-sum Markov games with impulse controls
- scientific article; zbMATH DE number 1908197 (Why is no real title available?)
- Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions
- A game problem with asymptotic impulse control
- One kind of linear-quadratic zero-sum stochastic differential game with jumps
- Markovian strategies with continuous and impulse controls for a differential game model of revolution
- ON THE SINGULARITIES OF AN IMPULSIVE DIFFERENTIAL GAME ARISING IN MATHEMATICAL FINANCE
- Stochastic optimal control to a nonlinear differential game
- Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs
- scientific article; zbMATH DE number 1944083 (Why is no real title available?)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation
- Stochastic differential switching game in infinite horizon
- Sampled-data Nash equilibria in differential games with impulse controls
- A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI
- Non-Markovian impulse control under nonlinear expectation
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