Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms

DOI10.1215/00192082-11670783MaRDI QIDQ6670907zbMATH OpenFDO

Authors Takumu Ooi, Toshihiro Uemura

Publication date 24 January 2025

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/00192082-11670783

zbMATH Keywords

Markov processessemi-Dirichlet formsvariational inequalities

Mathematics Subject Classification ID

Dirichlet forms (31C25) Variational inequalities (49J40) Dirichlet form methods in Markov processes (60J46)

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Cites work

• Dirichlet forms and symmetric Markov processes.
• Dynkin's games and Israeli options
• scientific article; zbMATH DE number 3894188 (Why is no real title available?)
• scientific article; zbMATH DE number 3296964 (Why is no real title available?)
• Introduction to the theory of (non-symmetric) Dirichlet forms
• Nonlinear variational inequalities and differential games with stopping times
• On an optimal stopping problem and a variational inequality
• On Dynkin games with incomplete information
• On multidimensional diffusion processes with jumps
• Optimal stopping games and Nash equilibrium
• Optimal Stopping Games for Markov Processes
• Properties of game options
• Semi-Dirichlet forms and Markov processes
• Stochastic games and variational inequalities
• Symmetric Markov processes, time change, and boundary theory
• Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms
• Zero-sum Markov games with stopping and impulsive strategies

Cited in

(1)

• Deep learning for energy market contracts: Dynkin game with doubly RBSDEs

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