4 citations · 6 across the 6 of their papers we have counts for
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math.OC2024★ 1 cited
Finite-time horizon, stopper vs. singular-controller games on the half-line
Andrea Bovo, Tiziano De Angelis
We prove existence of a value for two-player zero-sum stopper vs. singular-controller games on finite-time horizon, when the underlying dynamics is one-dimensional, diffusive and b…
math.OC2024
On the saddle point of a zero-sum stopper vs. singular-controller game
Andrea Bovo, Tiziano De Angelis
We construct a saddle point in a class of zero-sum games between a stopper and a singular-controller. The underlying dynamics is a one-dimensional, time-homogeneous, singularly con…