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20222026
most citedVariational inequalities on unbounded domains for zero-sum singular-controller vs. stopper games

4 citations · 6 across the 6 of their papers we have counts for

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Showing 2023Show all

2 papers · 1 filter

math.OC2023

Stopper vs. singular-controller games with degenerate diffusions

Andrea Bovo, Tiziano De Angelis, Jan Palczewski

We study zero-sum stochastic games between a singular controller and a stopper when the (state-dependent) diffusion matrix of the underlying controlled diffusion process is degener…

math.OC2023★ 1 cited

Zero-sum stopper vs. singular-controller games with constrained control directions

Andrea Bovo, Tiziano De Angelis, Jan Palczewski

We consider a class of zero-sum stopper vs. singular-controller games in which the controller can only act on a subset of the coordinates of a controlled diffusion. Due…