Pages that link to "Item:Q3506530"
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The following pages link to Switching Games of Stochastic Differential Systems (Q3506530):
Displaying 16 items.
- Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
- Stochastic differential switching game in infinite horizon (Q2633673) (← links)
- Solving finite time horizon Dynkin games by optimal switching (Q2956502) (← links)
- Switching surfaces in linear differentialgames with a fixed instant of termination (Q3378138) (← links)
- A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
- Two-player zero-sum stochastic differential games with random horizon (Q5203980) (← links)
- Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application (Q5410858) (← links)
- Dynamic Games for Stochastic Systems with Delay (Q5416954) (← links)
- Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121) (← links)
- Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations (Q6599738) (← links)
