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20242026
most citedOptimal Stopping of BSDEs with Constrained Jumps and Related Double Obstacle PDEs

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math.OC2026

A Nonlinear Snell Envelope Representation for Path-Dependent Controller-Stopper Games

Magnus Perninge

We consider a finite-horizon, zero-sum stochastic differential game in which one player controls a path-dependent stochastic system, while the opponent is given the opportunity to…

math.OC2026

Feedback stopping rules in path-dependent controller-stopper games

Magnus Perninge

We investigate finite-horizon, zero-sum controller-stopper games in which the stopper observes the state process and implements a feedback stopping rule. Building on a nonlinear Sn…