4 Treffer für Schlagwort = "Dynkin games"
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Game Options under Knightian Uncertainty in Discrete Time
Rubbenstroth, Bodo
2019
Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls
Dianetti, Jodi ; Ferrari, Giorgio
2021
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
Two-Sided Singular Control of an Inventory with Unknown Demand Trend
Federico, Salvatore ; Ferrari, Giorgio ; Rodosthenous, Neofytos
2021