Nonzero-sum stochastic differential game between controller and stopper for jump diffusions
DOI10.1155/2013/761306zbMATH Open1272.91029OpenAlexW2095174255WikidataQ58917394 ScholiaQ58917394MaRDI QIDQ370194FDOQ370194
Authors: Yan Wang, Aimin Song, Cheng-De Zheng, Enmin Feng 
Publication date: 19 September 2013
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/761306
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Cited In (10)
- On the controller-stopper problems with controlled jumps
- Nonzero-sum stochastic differential games between an impulse controller and a stopper
- Stochastic differential games and inverse optimal control and stopper policies
- Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
- Martingale approach to stochastic differential games of control and stopping
- Optimal stopping and stochastic control differential games for jump diffusions
- On the multidimensional controller-and-stopper games
- A zero-sum game between a singular stochastic controller and a discretionary stopper
- The controller-and-stopper game for a linear diffusion.
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