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Martingale problem under nonlinear expectations
Guo, Xin; Pan, Chen; Peng, Shige - In: Mathematics and financial economics 12 (2018) 2, pp. 135-164
Persistent link: https://www.econbiz.de/10011963738
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Nonzero-sum stochastic games and mean-field games with impulse controls
Basei, Matteo; Cao, Haoyang; Guo, Xin - In: Mathematics of operations research 47 (2022) 1, pp. 341-366
Persistent link: https://www.econbiz.de/10013364867
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GANs training : a game and stochastic control approach
Guo, Xin; Mounjid, Othmane - In: Mathematical finance : an international journal of … 34 (2024) 2, pp. 522-556
Persistent link: https://www.econbiz.de/10014514789