Pages that link to "Item:Q2258524"
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The following pages link to A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524):
Displaying 13 items.
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
- Approximation of value function of differential game with minimal cost (Q5037481) (← links)
- How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition (Q5037503) (← links)
- A Class of Stochastic Games and Moving Free Boundary Problems (Q5065060) (← links)
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
- The de Finetti Problem with Uncertain Competition (Q6057793) (← links)
- Zero-sum stopper versus singular-controller games with constrained control directions (Q6576865) (← links)
- A two-person zero-sum game approach for a retirement decision with borrowing constraints (Q6623044) (← links)
- Stopper vs. singular controller games with degenerate diffusions (Q6657499) (← links)
