Stopper vs. singular controller games with degenerate diffusions

DOI10.1007/s00245-024-10199-2MaRDI QIDQ6657499

Tiziano De Angelis, Jan Palczewski, Andrea Bovo

Publication date: 6 January 2025

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

variational inequalitiesobstacle problemsoptimal stoppingcontrolled diffusionssingular controldegenerate diffusionsgradient constraintzero-sum stochastic games

Mathematics Subject Classification ID

Variational inequalities (49J40) 2-person games (91A05) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

Cites Work

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