Pages that link to "Item:Q6111121"

The following pages link to Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121):

Displaying 9 items.

• Zero-sum differential games involving impulse controls (Q1322716) (← links)
• A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
• A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
• Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
• A weak dynamic programming principle for zero-sum stochastic differential games with unbounded controls (Q2848575) (← links)
• Stochastic differential games involving impulse controls (Q3170570) (← links)
• Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)