On the multidimensional controller-and-stopper games

SIAM Journal on Control and Optimization

Volumn 51, Issue 2, 2013, Pages 1263-1297

  Bayraktar, Erhan ^a   Huang, Yu Jui ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Controller stopper games; Robust optimal stopping; Viscosity solutions; Weak dynamic programming principle

Indexed keywords

CONTROLLED DIFFUSION; CONTROLLER-STOPPER GAMES; DYNAMIC PROGRAMMING PRINCIPLE; EUCLIDEAN SPACES; HAMILTON JACOBI BELLMAN EQUATION; OBSTACLE PROBLEMS; OPTIMAL STOPPING; VISCOSITY SOLUTIONS;

DIFFUSION; DYNAMIC PROGRAMMING;

PROCESS CONTROL;

EID: 84879644929     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/110847329     Document Type: Article

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