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20132026
most citedA Weak Dynamic Programming Principle for Combined Optimal Stopping and Stochastic Control with - expectations

4 citations · 21 across the 17 of their papers we have counts for

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math.PR2013★ 3 cited

Generalized Dynkin Games and Doubly Reflected BSDEs with Jumps

Roxana Dumitrescu, Marie-Claire Quenez, Agnès Sulem

We introduce a generalized Dynkin game problem with non linear conditional expectation induced by a Backward Stochastic Differential Equation (BSDE) with jumps. Let $ξ,…