Refined Solutions of Time Inhomogeneous Optimal Stopping Games via Dirichlet Form

zbMath1308.60047arXiv1304.6073MaRDI QIDQ5175418

Yipeng Yang

Publication date: 23 February 2015

Full work available at URL: https://arxiv.org/abs/1304.6073

zbMATH Keywords

variational inequalityoptimal stoppingzero-sum gametime inhomogeneous Dirichlet form

Mathematics Subject Classification ID

Variational inequalities (49J40) Dirichlet forms (31C25) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Stochastic games, stochastic differential games (91A15)

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