Discounted nonzero-sum optimal stopping games under Poisson random intervention times
Author:
Affiliation:
1. Department of Mathematics, London School of Economics, London, UK
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2024.2360941
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4. The Gapeev–Kühn stochastic game driven by a spectrally positive Lévy process
5. Stochastic Perron's method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games;Bayraktar E.;Proc. Am. Math. Soc.,2014
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