Zero-sum stopper versus singular-controller games with constrained control directions
DOI10.1137/23M1579558zbMATH Open1545.91008MaRDI QIDQ6576865FDOQ6576865
Authors: Andrea Bovo, Tiziano De Angelis, Jan Palczewski 
Publication date: 23 July 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
optimal stoppingvariational inequalitiesgradient constraintobstacle problemssingular controlconstrained controlszero-sum stochastic gamescontrolled diffusions
Noncooperative games (91A10) Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)
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