Pages that link to "Item:Q1872219"

The following pages link to The controller-and-stopper game for a linear diffusion. (Q1872219):

Displaying 19 items.

• Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
• Nonzero-sum stochastic differential game between controller and stopper for jump diffusions (Q370194) (← links)
• Second order reflected backward stochastic differential equations (Q389069) (← links)
• Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
• Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
• Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption (Q499190) (← links)
• Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
• Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
• Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
• Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (Q2000135) (← links)
• A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
• Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
• A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
• Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
• Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)
• Optimal stopping with expectation constraints (Q6126790) (← links)
• Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions (Q6146679) (← links)