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Search: subject:"games of singular control"
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Hamilton-Jacobi-Bellman equation
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Nash equilibrium
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games of optimal stopping
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games of singular control
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onedimensional diffusion
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verification theorem
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De Angelis, Tiziano
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Ferrari, Giorgio
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Stochastic nonzero-sum games: A new connection between singular control and optimal stopping
De Angelis, Tiziano
;
Ferrari, Giorgio
-
2016
certain 2-player nonzero-sum
games
of
singular
control
. We show that whenever a Nash equilibrium in the game of stopping is …
Persistent link: https://www.econbiz.de/10011582531
Saved in:
2
Stochastic nonzero-sum games : a new connection between singular control and optimal stopping
De Angelis, Tiziano
;
Ferrari, Giorgio
-
2016
certain 2-player nonzero-sum
games
of
singular
control
. We show that whenever a Nash equilibrium in the game of stopping is …
Persistent link: https://www.econbiz.de/10011517474
Saved in:
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