Mixed generalized Dynkin game and stochastic control in a Markovian framework
Author:
Affiliation:
1. CEREMADE, Université Paris 9 Dauphine, Crest and INRIA Paris, France.
2. LPMA, Université Paris 7 Denis Diderot, Paris Cedex 05, France.
3. INRIA Paris, Paris Cedex 12, France.
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2016.1230614
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