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Stochastic target games and dynamic programming via regularized viscosity solutions
Bouchard, Bruno
;
Nutz, Marcel
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 109-124
Persistent link: https://www.econbiz.de/10011448306
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A mean field competition
Nutz, Marcel
;
Zhang, Yuchong
- In:
Mathematics of operations research
44
(
2019
)
4
,
pp. 1245-1263
Persistent link: https://www.econbiz.de/10012128355
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Mean field contest with singularity
Nutz, Marcel
;
Zhang, Yuchong
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1095-1118
Persistent link: https://www.econbiz.de/10014314980
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Convergence rates for regularized optimal transport via quantization
Eckstein, Stephan
;
Nutz, Marcel
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1223-1240
Persistent link: https://www.econbiz.de/10014564975
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