Pages that link to "Item:Q2840137"
From MaRDI portal
The following pages link to On the multidimensional controller-and-stopper games (Q2840137):
Displaying 31 items.
- Stochastic Perron for stochastic target games (Q292921) (← links)
- Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
- Nonzero-sum stochastic differential game between controller and stopper for jump diffusions (Q370194) (← links)
- Robust maximization of asymptotic growth under covariance uncertainty (Q373833) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Time-consistent stopping under decreasing impatience (Q1691445) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
- A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
- A controller and a stopper game with degenerate variance control (Q2433673) (← links)
- Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Game of Singular Stochastic Control and Strategic Exit (Q3465937) (← links)
- Optimal Consumption in the Stochastic Ramsey Problem without Boundedness Constraints (Q4627477) (← 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)
- HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) (← links)
- LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
- A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
- Utility Maximization When Shorting American Options (Q5853611) (← links)
- The de Finetti Problem with Uncertain Competition (Q6057793) (← links)
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions (Q6146679) (← links)
- A two-person zero-sum game approach for a retirement decision with borrowing constraints (Q6623044) (← links)
