A controller and a stopper game with degenerate variance control

Electronic Communications in Probability

Volumn 11, Issue , 2006, Pages 89-99

  Weerasinghe, Ananda ^a  

^a IOWA STATE UNIVERSITY   (United States)

Author keywords

Degenerate diffusions; Optimal stopping; Saddle point; Stochastic games

Indexed keywords

EID: 33745781502     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v11-1202     Document Type: Article

References (8)

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