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math.PR2012★ 24 cited
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…
math.PR2011
A Proof of the Vieille Result Using a Kind of Discount Factor
Robert Samuel Simon
We give an alternative proof that every two-person non-zero-sum absorbing positive recursive stochastic game with finitely many states has approximate equilibria, a result proven b…