Optimal Stopping of BSDEs with Constrained Jumps and Related Zero-Sum Games
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Publication:6449312
DOI10.1016/J.SPA.2024.104355arXiv2308.16504OpenAlexW4394009558MaRDI QIDQ6449312
Publication date: 31 August 2023
Full work available at URL: https://doi.org/10.1016/j.spa.2024.104355
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)
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