de Angelis, Tiziano; Ferrari, Giorgio: Stochastic nonzero-sum games: a new connection between singular control and optimal stopping. In: . Jg.565. 2016, S. 23 ff.

Inhalt

Introduction
Setting

The underlying diffusions
The game of controls
The game of stopping

The main result

On the assumptions of Theorem 3.1.

A game of pollution control
Appendix

Cost integrals and the set of strategies M
Auxiliary results

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