3 Titel in Klassifikation (DDC) → Naturwissenschaften und Mathematik → Mathematik → Mathematik
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A solvable two-dimensional singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
de Angelis, Tiziano ; Ferrari, Giorgio
2016
Stochastic singular control: existence, characterization and approximation of solutions in cost minimization problems and games
Dianetti, Jodi
2022