Pages that link to "Item:Q2974871"
From MaRDI portal
The following pages link to Mixed generalized Dynkin game and stochastic control in a Markovian framework (Q2974871):
Displaying 14 items.
- Connections between stochastic control and dynamic games (Q1356624) (← links)
- Completely mixed strategies for generalized bimatrix and switching controller stochastic game (Q1697409) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
- A weak dynamic programming principle for combined optimal stopping/stochastic control with \({\mathcal E}^{f}\)-expectations (Q2818213) (← links)
- (Q3159207) (← links)
- The Completely Mixed Single-Controller Stochastic Game (Q3734195) (← links)
- Approximation of value function of differential game with minimal cost (Q5037481) (← links)
- Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510) (← links)
- Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719) (← links)
