Nonzero-sum stochastic differential games between an impulse controller and a stopper
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Publication:2194136
DOI10.1007/s10957-020-01718-6zbMath1447.91016arXiv1904.00059OpenAlexW3044885624MaRDI QIDQ2194136
Luciano Campi, Davide De Santis
Publication date: 25 August 2020
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.00059
quasivariational inequalitiesNash equilibriumimpulse controlsstochastic differential gamescontroller-stopper games
2-person games (91A05) Stochastic games, stochastic differential games (91A15) Equilibrium refinements (91A11) Impulsive control/observation systems (93C27)
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