Variational Inequalities for Combined Control and Stopping Game
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Publication:3423716
DOI10.1080/07362990600959455zbMath1119.60041MaRDI QIDQ3423716
Youssef Ouknine, Isabelle Turpin, Khadija Akdim
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
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
49J40: Variational inequalities
93E20: Optimal stochastic control
60H20: Stochastic integral equations
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Cites Work
- On a variational inequality associated with a stopping game combined with a control
- On the Optimal Stopping Time Problem for Degenerate Diffusions
- On the Optimal Impulse Control Problem for Degenerate Diffusions
- User’s guide to viscosity solutions of second order partial differential equations
- Variational Inequalities for Combined Control and Stopping
- Utility Maximization with Discretionary Stopping
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