Pages that link to "Item:Q4205251"

The following pages link to On the existence of value functions of two-player, zero-sum stochastic differential games (Q4205251):

Displaying 50 items.

• Ambiguity in dynamic contracts (Q2067409) (← links)
• Geometric regularity theory for a time-dependent Isaacs equation (Q2075813) (← links)
• Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
• Asset pricing under smooth ambiguity in continuous time (Q2088605) (← links)
• Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
• Portfolio liquidation under factor uncertainty (Q2117436) (← links)
• Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
• A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
• Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
• Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
• Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
• Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
• Representation of limit values for nonexpansive stochastic differential games (Q2219043) (← links)
• Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
• Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games (Q2229567) (← links)
• On the asymptotic optimality of the comb strategy for prediction with expert advice (Q2240467) (← links)
• Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021) (← links)
• Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
• Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (Q2296085) (← links)
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
• A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968) (← links)
• Regularity properties for a class of non-uniformly elliptic Isaacs operators (Q2305523) (← links)
• Time-inconsistent recursive zero-sum stochastic differential games (Q2311592) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
• Stochastic differential games with asymmetric information (Q2391246) (← links)
• Saddle points of discrete Markov zero-sum game with stopping (Q2391503) (← links)
• The Borell-Ehrhard game (Q2413238) (← links)
• Robust control of parabolic stochastic partial differential equations under model uncertainty (Q2415097) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• Stochastic control problems for systems driven by normal martingales (Q2426608) (← links)
• Asymptotics of robust utility maximization (Q2428048) (← links)
• Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)
• Convergence of Markov chain approximation on generalized HJB equation and its applications (Q2440656) (← links)
• On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations (Q2447298) (← links)
• On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains (Q2447713) (← links)
• Stochastic target games with controlled loss (Q2454400) (← links)
• Multiscale problems and homogenization for second-order Hamilton-Jacobi equations (Q2464474) (← links)
• Robust control and model misspecification (Q2496228) (← links)
• Stochastic differential switching game in infinite horizon (Q2633673) (← links)
• Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
• Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562) (← links)
• A robust consumption model when the intensity of technological progress is ambiguous (Q2690070) (← links)
• Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games (Q2700375) (← links)
• Periodic homogenization of the principal eigenvalue of second-order elliptic operators (Q2701079) (← links)
• On the value of stochastic differential games (Q2787477) (← links)
• On the second order derivatives of solutions of a special Isaacs equation (Q2790260) (← links)
• Stochastic target games and dynamic programming via regularized viscosity solutions (Q2800366) (← links)
• A pseudo-Markov property for controlled diffusion processes (Q2802081) (← links)
• Robust feedback switching control: dynamic programming and viscosity solutions (Q2822795) (← links)