Bibliographic Details
| Title: |
Zero-sum stopper vs. singular-controller games with constrained control directions |
| Authors: |
Bovo, Andrea, De Angelis, Tiziano, Palczewski, Jan |
| Publication Year: |
2023 |
| Collection: |
Mathematics
Quantitative Finance |
| Subject Terms: |
Mathematics - Optimization and Control, Mathematics - Probability, Quantitative Finance - Mathematical Finance, 91A05, 91A15, 60G40, 93E20, 49J40 |
| More Details: |
We consider a class of zero-sum stopper vs. singular-controller games in which the controller can only act on a subset $d_0Comment: 29 pages |
| Document Type: |
Working Paper |
| Access URL: |
http://arxiv.org/abs/2306.05113 |
| Accession Number: |
edsarx.2306.05113 |
| Database: |
arXiv |
