Pages that link to "Item:Q2848577"
From MaRDI portal
The following pages link to Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities (Q2848577):
Displaying 32 items.
- Existence results for quasi-variational inequalities with multivalued perturbations of maximal monotone mappings (Q511838) (← links)
- A double obstacle problem arising in differential game theory (Q837120) (← links)
- A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502) (← links)
- Nonzero-sum impulse games with regime switching (Q2081783) (← links)
- Hybrid optimal impulse control (Q2125528) (← links)
- Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← 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)
- 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 fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
- Nash equilibria in nonzero-sum differential games with impulse control (Q2239927) (← links)
- Impulsive adaptive observer design for a class of hybrid ODE-PDE cascade systems with uncertain parameters (Q2242908) (← links)
- Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
- On the solvability of inclusions with multivalued compact perturbations of bi-mappings (Q2416618) (← links)
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
- Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
- A policy iteration algorithm for nonzero-sum stochastic impulse games (Q4967861) (← links)
- HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) (← links)
- Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← links)
- Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
- A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
- Zero-Sum Markov Games with Impulse Controls (Q5218228) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI (Q6073844) (← links)
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966) (← links)
- Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343) (← links)
- Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121) (← links)
- Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets (Q6151940) (← links)
- Stochastic differential games with controlled regime-switching (Q6563145) (← links)
- Strategy synthesis for zero-sum neuro-symbolic concurrent stochastic games (Q6614884) (← links)
- Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching (Q6622701) (← links)
