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Mixed generalized Dynkin game and stochastic control in a Markovian framework

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https://hal.inria.fr/hal-01417203
Contributor : Martine Verneuille <>
Submitted on : Thursday, December 15, 2016 - 1:49:43 PM
Last modification on : Thursday, April 16, 2020 - 2:58:11 PM

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  • HAL Id : hal-01417203, version 1

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Roxana Dumitrescu, Marie-Claire Quenez, Agnès Sulem. Mixed generalized Dynkin game and stochastic control in a Markovian framework. Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2016, 89 (1), pp.30. ⟨hal-01417203⟩

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