Pages that link to "Item:Q2657913"
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The following pages link to Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913):
Displaying 10 items.
- Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
- Non-equivalence of stochastic optimal control problems with open and closed loop controls (Q2242892) (← links)
- How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition (Q5037503) (← links)
- Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums (Q5076715) (← links)
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407) (← links)
- Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)
- Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations (Q6103985) (← links)
- Continuous-time incentives in hierarchies (Q6166333) (← links)
- Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability (Q6180392) (← links)
- The role of correlation in diffusion control ranking games (Q6545038) (← links)
