A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942)
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scientific article; zbMATH DE number 7141435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time |
scientific article; zbMATH DE number 7141435 |
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A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (English)
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9 December 2019
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optimal switching
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optimal switching game
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stopping time
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optimal stopping problem
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optimal stopping game
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backward stochastic differential equation
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