Work

Zero-sum stopper vs. singular-controller games with constrained control directions

Year: 2023

Type: preprint

Abstract: We consider a class of zero-sum stopper vs. singular-controller games in which the controller can only act on a subset $d_0

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2306.05113

Authors: Bovo, Andrea, De Angelis, Tiziano, Palczewski, Jan

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4380136504

Cites:

Cited by: 1

Related to: 10