24 citations · 44 across the 6 of their papers we have counts for
3 papers · 1 filter
Zero-sum stochastic differential games without the Isaacs condition: random rules of priority and intermediate Hamiltonians
Daniel Hernández-Hernández, Mihai Sîrbu
For a zero-sum stochastic game which does not satisfy the Isaacs condition, we provide a value function representation for an Isaacs-type equation whose Hamiltonian lies in between…
A zero-sum game between a singular stochastic controller and a discretionary stopper
Daniel Hernandez-Hernandez, Robert S. Simon, Mihail Zervos
We consider a stochastic differential equation that is controlled by means of an additive finite-variation process. A singular stochastic controller, who is a minimizer, determines…
A Characterization of the optimal risk-Sensitive average cost in finite controlled Markov chains
Rolando Cavazos-Cadena, Daniel Hernandez-Hernandez
This work concerns controlled Markov chains with finite state and action spaces. The transition law satisfies the simultaneous Doeblin condition, and the performance of a control p…