Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications
René Aïd, Matteo Basei, Giorgia Callegaro, Luciano Campi, Tiziano Vargiolu
Year of publication: |
2020
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Authors: | Aïd, René ; Basei, Matteo ; Callegaro, Giorgia ; Campi, Luciano ; Vargiolu, Tiziano |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 1, p. 205-232
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Subject: | stochastic differential game | impulse control | Nash equilibrium | quasi-variational inequality | Spieltheorie | Game theory | Stochastisches Spiel | Stochastic game | Nash-Gleichgewicht | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory |
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