A controller-stopper-game with hidden controller type-Reference-Cited by-同舟云学术

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A controller-stopper-game with hidden controller type

Published:2024-07 Issue: Volume:173 Page:104361
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Bodnariu Andi^ORCID,Lindensjö Kristoffer

Publisher

Elsevier BV

Reference34 articles.

1. Repeated Games with Incomplete Information;Aumann,1995

2. On the multidimensional controller-and-stopper games;Bayraktar;SIAM J. Control Optim.,2013

3. On the controller-stopper problems with controlled jumps;Bayraktar;Appl. Math. Optim.,2019

4. Variational inequalities on unbounded domains for zero-sum singular-controller vs. stopper games;Bovo,2022

5. Zero-sum stopper vs. singular-controller games with constrained control directions;Bovo,2023

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