Pages that link to "Item:Q5215005"

The following pages link to Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005):

Displaying 17 items.

• The dividend problem with a finite horizon (Q1704142) (← links)
• An optimal extraction problem with price impact (Q2041026) (← links)
• Optimal installation of renewable electricity sources: the case of Italy (Q2064642) (← links)
• Nash equilibria in a class of Markov stopping games with total reward criterion (Q2067263) (← links)
• Playing with ghosts in a Dynkin game (Q2196542) (← links)
• On a strategic model of pollution control (Q2327674) (← links)
• On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
• Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
• A Class of Stochastic Games and Moving Free Boundary Problems (Q5065060) (← links)
• Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
• Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria (Q5111069) (← links)
• Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information (Q5883133) (← 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)
• From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)
• Rogue traders (Q6166332) (← links)
• A stochastic non-zero-sum game of controlling the debt-to-GDP ratio (Q6642495) (← links)