Search Results - subject:"Comparison principle"

A comparison principle based on couplings of partial integro-differential operators

Della Corte, Serena; Fuchs, Fabian; Kraaij, Richard; … - 2024

This paper is concerned with a comparison principle for viscosity solutions to Hamilton-Jacobi (HJ), -Bellman (HJB …, difference, and integral operators. (3) We strengthen the sup-norm contractivity resulting from the comparison principle to one …

Persistent link: https://www.econbiz.de/10015117589

A comparison principle based on couplings of partial integro-differential operators

Della Corte, Serena; Fuchs, Fabian; Kraaij, Richard; … - 2024

Persistent link: https://www.econbiz.de/10015101729

Optimal liquidation problems and HJB equations with singular terminal condition

Graewe, Paulwin - 2017

Persistent link: https://www.econbiz.de/10012613268

Existence of the limit value of two person zero-sum discounted repeated games via comparison theorems

Vigeral, Guillaume; Sorin, Sylvain - Université Paris-Dauphine (Paris IX) - 2013

We give new proofs of existence of the limit of the discounted values for two person zero-sum games in the following frameworks: incomplete information, absorbing, recursive. The idea of these new proofs is to use some comparison criteria.

Persistent link: https://www.econbiz.de/10010706592