Add to ORKGWe study zero-sum stochastic differential games in a bounded domain with reflecting boundary condition. We consider two payoff criteria: discounted and average. We establish optimal strategies for both players and characterize these strategies
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We have studied two person stochastic differential games with multiple modes. For the zero-sum game ...
AbstractUnder smooth assumptions and notably the Isaacs's condition on the Hamiltonian, we prove the...
We study zero-sum stochastic differential games in a bounded domain with reflecting boundary conditi...
We study zero-sum stochastic differential games in a bounded domain with reflecting boundary conditi...
AbstractWe study a zero-sum stochastic differential game in the nonnegative orthrant. The state of t...
We study a zero-sum stochastic differential game in the nonnegative orthrant. The state of the syste...
We study a zero-sum stochastic differential game in the nonnegative orthrant. The state of the syste...
We study risk-sensitive differential games for controlled reflecting diffusion processes in a bounde...
We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffu...
We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffu...
We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffu...
AbstractWe study a nonzero-sum stochastic differential game where the state is a controlled reflecti...
We study zero-sum games with risk-sensitive cost criterion on the infinite horizon where the state i...
AbstractWe study a nonzero-sum stochastic differential game where the state is a controlled reflecti...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We have studied two person stochastic differential games with multiple modes. For the zero-sum game ...
AbstractUnder smooth assumptions and notably the Isaacs's condition on the Hamiltonian, we prove the...
We study zero-sum stochastic differential games in a bounded domain with reflecting boundary conditi...
We study zero-sum stochastic differential games in a bounded domain with reflecting boundary conditi...
AbstractWe study a zero-sum stochastic differential game in the nonnegative orthrant. The state of t...
We study a zero-sum stochastic differential game in the nonnegative orthrant. The state of the syste...
We study a zero-sum stochastic differential game in the nonnegative orthrant. The state of the syste...
We study risk-sensitive differential games for controlled reflecting diffusion processes in a bounde...
We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffu...
We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffu...
We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffu...
AbstractWe study a nonzero-sum stochastic differential game where the state is a controlled reflecti...
We study zero-sum games with risk-sensitive cost criterion on the infinite horizon where the state i...
AbstractWe study a nonzero-sum stochastic differential game where the state is a controlled reflecti...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We have studied two person stochastic differential games with multiple modes. For the zero-sum game ...
AbstractUnder smooth assumptions and notably the Isaacs's condition on the Hamiltonian, we prove the...