Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications-Reference-Cited by-同舟云学术

Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications

Author:

Aïd René¹,Basei Matteo²^ORCID,Callegaro Giorgia³^ORCID,Campi Luciano⁴,Vargiolu Tiziano³

Affiliation:

1. Department of Economics, Paris Dauphine University and Finance For Energy Market Research Centre, 75775 Paris CEDEX 16, France;

2. Department of Industrial Engineering and Operations Research, University of California, Berkeley, Berkeley, California 94720;

3. Department of Mathematics “Tullio Levi-Civita,” University of Padova, 35122 Padova, Italy;

4. Department of Statistics, London School of Economics and Political Science, London WC2A 2AE, United Kingdom

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications,General Mathematics

Reference26 articles.

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