Dynkin games via Dirichlet forms and singular control of one-dimensional diffusions

SIAM Journal on Control and Optimization

Volumn 41, Issue 3, 2003, Pages 682-699

  Fukushima, Masatoshi ^a   Taksar, Michael ^b  

^a KANSAI UNIVERSITY   (Japan)

^b STONY BROOK UNIVERSITY   (United States)

Author keywords

Dirichlet form; Dynkin game; Free boundary problem; Singular stochastic control

Indexed keywords

BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; GAME THEORY; ONE DIMENSIONAL; PROBLEM SOLVING; THEOREM PROVING;

DIRICHLET FORMS; DYNKIN GAMES; ONE-DIMENSIONAL DIFFUSIONS; SINGULAR CONTROL;

STOCHASTIC CONTROL SYSTEMS;

EID: 0038198610     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012901387136     Document Type: Article

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