검색결과 : 7건
| No. | Article |
|---|---|
| 1 |
NASH EQUILIBRIA FOR GAME CONTINGENT CLAIMS WITH UTILITY-BASED HEDGING Kentia K, Kuhn C SIAM Journal on Control and Optimization, 56(6), 3948, 2018 |
| 2 |
ON DYNKIN GAMES WITH INCOMPLETE INFORMATION Grun C SIAM Journal on Control and Optimization, 51(5), 4039, 2013 |
| 3 |
A Class of Solvable Stopping Games Alvarez LHR Applied Mathematics and Optimization, 58(3), 291, 2008 |
| 4 |
Connections between singular control and optimal switching Guo X, Tomecek P SIAM Journal on Control and Optimization, 47(1), 421, 2008 |
| 5 |
Mixed zero-sum stochastic differential game and American game options Hamadene S SIAM Journal on Control and Optimization, 45(2), 496, 2006 |
| 6 |
The value of zero-sum stopping games in continuous time Laraki R, Solan E SIAM Journal on Control and Optimization, 43(5), 1913, 2005 |
| 7 |
Continuous-time Dynkin games with mixed strategies Touzi N, Vieille N SIAM Journal on Control and Optimization, 41(4), 1073, 2002 |