scholarly journals Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities

2013 ◽  
Vol 51 (3) ◽  
pp. 2102-2131 ◽  
Author(s):  
Andrea Cosso
Keyword(s):  
Variational Inequalities ◽  
Differential Games ◽  
Stochastic Differential Games ◽  
Impulse Controls

scholarly journals Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications

2020 ◽  
Vol 45 (1) ◽  
pp. 205-232 ◽  
Author(s):  
René Aïd ◽  
Matteo Basei ◽  
Giorgia Callegaro ◽  
Luciano Campi ◽  
Tiziano Vargiolu
Keyword(s):  
Differential Games ◽  
Stochastic Differential Games ◽  
Verification Theorem ◽  
Impulse Controls

Bias and Overtaking Equilibria for Zero-Sum Stochastic Differential Games

2011 ◽  
Vol 153 (3) ◽  
pp. 662-687 ◽  
Author(s):  
Beatris Escobedo-Trujillo ◽  
Daniel López-Barrientos ◽  
Onésimo Hernández-Lerma
Keyword(s):  
Differential Games ◽  
Stochastic Differential Games ◽  
Zero Sum
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