3 Treffer für Schlagwort = "Dynkin game"
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Doubly Reflected BSDEs and $\mathcal{E}$$^ƒ$-Dynkin games: beyond the right-continuous case
Grigorova, Miryana ; Imkeller, Peter ; Quenez, Marie-Claire ; Ouknine, Youssef
2018
A Model for the Optimal Management of Inflation
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2019
Singular Control of the Drift of a Brownian System
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2020