SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stochastic games and variational inequalities
0 references·8 citing·33 second hop
Stochastic games and variational inequalities (1973)Stochastic games and variational inequali…Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications (2020)Nonzero-sum stochastic differ…On Dynkin Games with Incomplete Information (2013)On Dynkin Games with Incomple…Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality (2013)Dynkin Game of Stochastic Dif…A Class of Solvable Stopping Games (2008)A Class of Solvable Stopping …Perpetual convertible bonds in jump-diffusion models (2005)Perpetual convertible bonds i…Non zero-sum stopping games of symmetric Markov processes (1987)Non zero-sum stopping games o…Dynkin games and martingale methods (1984)Dynkin games and martingale m…A class of singular stochastic control problems (1983)A class of singular stochasti…Stochastic Differential Equations and Applications (1976)Stochastic differential equations and applications (1977)Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski (1984)Non-zero-sum discrete parameter stochastic games with stopping times (1986)Reflected BSDE with a constraint and its applications in an incomplete market (2010)Dynkin's Games and Israeli Options (2013)Nonlinear variational inequalities and differential games with stopping times (1974)Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems (1977)Backward stochastic differential equations with reflection and Dynkin games (1996)Game options (2000)Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations (2008)Handbook of Brownian Motion - Facts and Formulae (2002)On the optimal stopping problem for one-dimensional diffusions (2003)On solvability of a two-sided singular control problem (2012)A Jump-Diffusion Model for Option Pricing (2002)Stochastic Integration and Differential Equations (2005)Pricing Israeli options: a pathwise approach (2006)Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (2007)Stochastic differential equations and applications (2008)The Gapeev–Kühn stochastic game driven by a spectrally positive Lévy process (2011)Controlled Diffusion Processes (1980)Stochastic Flows and Stochastic Differential Equations (1998)Optimal stopping and free-boundary problems (2006)The existence of value in differential games (1972)Stochastic Differential Equations (2003)Applied Stochastic Control of Jump Diffusions (2007)On a strategic model of pollution control (2018)Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (2021)A Stopped Brownian Motion Formula (1975)On optimal stopping and free boundary problems (1976)Some solvable stochastic control problemst† (1980)Game of Singular Stochastic Control and Strategic Exit (2015)Asymptotic lower bounds for optimal tracking: A linear programming approach (2017)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 1984Dynkin games and martingale methods57 cited
  • 2020Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications46 cited
  • 1987Non zero-sum stopping games of symmetric Markov processes35 cited
  • 2005Perpetual convertible bonds in jump-diffusion models33 cited
  • 2008A Class of Solvable Stopping Games31 cited
  • 2013On Dynkin Games with Incomplete Information30 cited
  • 1983A class of singular stochastic control problems29 cited
  • 2013Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work