The following pages link to (Q3417937):
Displaying 9 items.
- Proportional transaction costs in the robust control approach to option pricing: the uniqueness theorem (Q887158) (← links)
- Deterministic minimax impulse control (Q1959685) (← links)
- Nash equilibria in nonzero-sum differential games with impulse control (Q2239927) (← links)
- The value of a minimax problem involving impulse control (Q2274614) (← links)
- On a class of hybrid differential games (Q2397933) (← links)
- Viscosity solutions of hybrid game problems with unbounded cost functionals (Q2802696) (← links)
- Robust Control Approach to Digital Option Pricing:Synthesis Approach (Q3646716) (← links)
- Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function (Q5355197) (← links)
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966) (← links)