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math.OC2013
Refined Solutions of Time Inhomogeneous Optimal Stopping Games via Dirichlet Form
Yipeng Yang
The properties of value functions of time inhomogeneous optimal stopping problem and zero-sum game (Dynkin game) are studied through time dependent Dirichlet form. Under the absolu…
math.OC2013
A Correction to "Dynkin Games Via Dirichlet Forms and Singular Control of One-Dimensional Diffusion"
Yipeng Yang
In the paper "Dynkin Games Via Dirichlet Forms and Singular Control of One-Dimensional Diffusion", the authors tried to show the existences of a smooth value function and an optima…