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20172023
most citedA policy iteration algorithm for nonzero-sum stochastic impulse games

4 citations · 4 across the 4 of their papers we have counts for

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Showing 2019 · math.PRShow all

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math.PR2019

Optimal stopping contract for Public Private Partnerships under moral hazard

Ishak Hajjej, Caroline Hillairet, Mohamed Mnif

This paper studies optimal Public Private Partnerships contract between a public entity and a consortium, in continuous-time and with a continuous payment, with the possibility for…