6 Treffer für Personen = "Engler, Jörg"
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Nash equilibria of threshold type for two-player nonzero-sum games of stopping
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
A non convex singular stochastic control problem and its related optimal stopping boundaries
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control
Calvia, Alessandro ; Ferrari, Giorgio
2021
Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria
Dianetti, Jodi ; Ferrari, Giorgio
2019
A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles
de Angelis, Tiziano ; Ferrari, Giorgio ; Hamadène, Saïd
2017
Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information
Banas, Lubomir ; Ferrari, Giorgio ; Randrianasolo, Tsiry Avisoa
2019