On a decomposition result in a Dynkin stopping game-Reference-Cited by-同舟云学术

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On a decomposition result in a Dynkin stopping game

Published:2008-05 Issue:3 Volume:29 Page:523-530
ISSN:0252-2667
Container-title:Journal of Information and Optimization Sciences
language:en
Short-container-title:Journal of Information and Optimization Sciences

Author:

Makasu Cloud

Publisher

Informa UK Limited

Link

http://www.tandfonline.com/doi/pdf/10.1080/02522667.2008.10699818

Reference21 articles.

1. Optimal stopping problems for Brownian motion

2. Nonlinear variational inequalities and differential games with stopping times

3. Bensoussan, A. Variational inequalities and optimal stopping time problems. in Proceedings of a Symposium, Mathematics Research Center, pp.219–244. University of Wisconsin-Madison.

4. Sur un problème de dynkin

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