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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…