38 citations · 105 across the 18 of their papers we have counts for
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math.OC2015
A geometric answer to an open question of singular control with stopping
John Moriarty
We solve a problem of singular stochastic control with discretionary stopping, suggested as an interesting open problem by Karatzas, Ocone, Wang and Zervos (2000), by providing sui…
math.PR2015
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
Tiziano De Angelis, Giorgio Ferrari, John Moriarty
This paper analyses two-player nonzero-sum games of optimal stopping on a class of linear regular diffusions with not non-singular boundary behaviour (in the sense of Itô and McKea…