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Stochastic nonzero-sum games: a new connection between singular control and optimal[...]
Appendix
Auxiliary results
Introduction
Setting
The underlying diffusions
The game of controls
The game of stopping
The main result
On the assumptions of Theorem 3.1.
A game of pollution control
Appendix
Cost integrals and the set of strategies M
Auxiliary results
Arbeitspapier
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
Entstehung
2016
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