Stochastic zero-sum switching game problem with execution delay

DOI10.3934/JDG.2025046MaRDI QIDQ7311758zbMATH OpenFDO

Authors Hdhiri Ibtissam

Publication date 11 August 2026

Published in Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/JDG.2025046

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) 2-person games (91A05) Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15) Games of timing (91A55)

Cites work

• A system of elliptic variational inequalities associated with a stochastic switching game
• Adapted solution of a backward stochastic differential equation
• An optimal feedback control-strategy pair for zero-sum linear-quadratic stochastic differential game: the Riccati equation approach
• Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
• Backward stochastic differential equations with reflection and Dynkin games
• Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator
• Generalized Dynkin games and doubly reflected BSDEs with jumps
• scientific article; zbMATH DE number 5604590 (Why is no real title available?)
• scientific article; zbMATH DE number 4125214 (Why is no real title available?)
• scientific article; zbMATH DE number 3204219 (Why is no real title available?)
• On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles
• On the Starting and Stopping Problem: Application in Reversible Investments
• On zero-sum stochastic differential games with jump-diffusion driven state: a viscosity solution framework
• Optimal Switching over Multiple Regimes
• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs
• Reflected backward stochastic differential equations with two RCLL barriers
• Reflected BSDEs and mixed game problem
• Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
• Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities
• Stochastic differential switching game in infinite horizon
• Stochastic Switching Games and Duopolistic Competition in Emissions Markets
• Switching Games of Stochastic Differential Systems
• Switching problem and related system of reflected backward SDEs
• Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications
• The existence of value in differential games
• Zero-sum Markov games with stopping and impulsive strategies

This page was built for publication: Stochastic zero-sum switching game problem with execution delay

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7311758)