Variational Inequalities for Combined Control and Stopping Game
DOI10.1080/07362990600959455zbMATH Open1119.60041OpenAlexW2057958803MaRDI QIDQ3423716FDOQ3423716
Authors: Khadija Akdim, Youssef Ouknine, Isabelle Turpin 
Publication date: 15 February 2007
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990600959455
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- scientific article; zbMATH DE number 4118295
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Optimal stochastic control (93E20) Stochastic integral equations (60H20)
Cites Work
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- User’s guide to viscosity solutions of second order partial differential equations
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- On the Optimal Stopping Time Problem for Degenerate Diffusions
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- Utility Maximization with Discretionary Stopping
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- On the Optimal Impulse Control Problem for Degenerate Diffusions
- On a variational inequality associated with a stopping game combined with a control
- Variational Inequalities for Combined Control and Stopping
Cited In (12)
- Non-linear Dynkin games over split stopping times
- The Dynkin game with regime switching and applications to pricing game options
- Existence of value in stochastic differential games of mixed type
- Title not available (Why is that?)
- On a variational inequality associated with a stopping game combined with a control
- Nested variational inequalities and related optimal starting–stopping problems
- Solving a class of zero-sum stopping game with regime switching
- Variational Inequalities for Combined Control and Stopping
- Title not available (Why is that?)
- Existence and uniqueness of viscosity solutions for nonlinear variational inequalities associated with mixed control
- A probabilistic approach to second order variational inequalities with bilateral constraints
- Variational inequalities for leavable bounded-velocity control
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