Stochastic nonzero-sum games: A new connection between singular control and optimal stopping
Year of publication: |
2016
|
---|---|
Authors: | De Angelis, Tiziano ; Ferrari, Giorgio |
Publisher: |
Bielefeld : Bielefeld University, Center for Mathematical Economics (IMW) |
Subject: | games of singular control | games of optimal stopping | Nash equilibrium | onedimensional diffusion | Hamilton-Jacobi-Bellman equation | verification theorem |
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