Matches in SemOpenAlex for { <https://semopenalex.org/work/W4376274375> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W4376274375 endingPage "127403" @default.
- W4376274375 startingPage "127403" @default.
- W4376274375 abstract "We consider a stochastic differential game in the context of forward-backward stochastic differential equations, where one player implements an impulse control while the opponent controls the system continuously. Utilizing the notion of “backward semigroups” we first prove the dynamic programming principle (DPP) for a truncated version of the problem in a straightforward manner. Relying on a uniform convergence argument then enables us to show the DPP for the general setting. Our approach avoids technical constraints imposed in previous works dealing with the same problem and, more importantly, allows us to consider impulse costs that depend on the present value of the state process in addition to unbounded coefficients. Using the dynamic programming principle we deduce that the upper and lower value functions are both solutions (in viscosity sense) to the same Hamilton-Jacobi-Bellman-Isaacs obstacle problem. By showing uniqueness of solutions to this partial differential inequality we conclude that the game has a value." @default.
- W4376274375 created "2023-05-13" @default.
- W4376274375 creator A5043734231 @default.
- W4376274375 date "2023-11-01" @default.
- W4376274375 modified "2023-09-23" @default.
- W4376274375 title "Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs" @default.
- W4376274375 cites W1996616837 @default.
- W4376274375 cites W2032316144 @default.
- W4376274375 cites W2034343248 @default.
- W4376274375 cites W2062925593 @default.
- W4376274375 cites W2119993310 @default.
- W4376274375 cites W2157267966 @default.
- W4376274375 cites W2157883119 @default.
- W4376274375 cites W2962794004 @default.
- W4376274375 cites W2962797495 @default.
- W4376274375 cites W2963622118 @default.
- W4376274375 cites W3100394297 @default.
- W4376274375 cites W3105343238 @default.
- W4376274375 cites W3121250812 @default.
- W4376274375 cites W3208728045 @default.
- W4376274375 cites W4243590097 @default.
- W4376274375 cites W4244726376 @default.
- W4376274375 cites W51876359 @default.
- W4376274375 doi "https://doi.org/10.1016/j.jmaa.2023.127403" @default.
- W4376274375 hasPublicationYear "2023" @default.
- W4376274375 type Work @default.
- W4376274375 citedByCount "0" @default.
- W4376274375 crossrefType "journal-article" @default.
- W4376274375 hasAuthorship W4376274375A5043734231 @default.
- W4376274375 hasBestOaLocation W43762743751 @default.
- W4376274375 hasConcept C121332964 @default.
- W4376274375 hasConcept C126255220 @default.
- W4376274375 hasConcept C134306372 @default.
- W4376274375 hasConcept C144237770 @default.
- W4376274375 hasConcept C14646407 @default.
- W4376274375 hasConcept C151730666 @default.
- W4376274375 hasConcept C15744967 @default.
- W4376274375 hasConcept C2777021972 @default.
- W4376274375 hasConcept C2777984672 @default.
- W4376274375 hasConcept C2779006483 @default.
- W4376274375 hasConcept C2779343474 @default.
- W4376274375 hasConcept C28826006 @default.
- W4376274375 hasConcept C3018727167 @default.
- W4376274375 hasConcept C31010330 @default.
- W4376274375 hasConcept C33923547 @default.
- W4376274375 hasConcept C37404715 @default.
- W4376274375 hasConcept C51955184 @default.
- W4376274375 hasConcept C542102704 @default.
- W4376274375 hasConcept C62520636 @default.
- W4376274375 hasConcept C70836080 @default.
- W4376274375 hasConcept C86803240 @default.
- W4376274375 hasConcept C88731125 @default.
- W4376274375 hasConcept C91575142 @default.
- W4376274375 hasConceptScore W4376274375C121332964 @default.
- W4376274375 hasConceptScore W4376274375C126255220 @default.
- W4376274375 hasConceptScore W4376274375C134306372 @default.
- W4376274375 hasConceptScore W4376274375C144237770 @default.
- W4376274375 hasConceptScore W4376274375C14646407 @default.
- W4376274375 hasConceptScore W4376274375C151730666 @default.
- W4376274375 hasConceptScore W4376274375C15744967 @default.
- W4376274375 hasConceptScore W4376274375C2777021972 @default.
- W4376274375 hasConceptScore W4376274375C2777984672 @default.
- W4376274375 hasConceptScore W4376274375C2779006483 @default.
- W4376274375 hasConceptScore W4376274375C2779343474 @default.
- W4376274375 hasConceptScore W4376274375C28826006 @default.
- W4376274375 hasConceptScore W4376274375C3018727167 @default.
- W4376274375 hasConceptScore W4376274375C31010330 @default.
- W4376274375 hasConceptScore W4376274375C33923547 @default.
- W4376274375 hasConceptScore W4376274375C37404715 @default.
- W4376274375 hasConceptScore W4376274375C51955184 @default.
- W4376274375 hasConceptScore W4376274375C542102704 @default.
- W4376274375 hasConceptScore W4376274375C62520636 @default.
- W4376274375 hasConceptScore W4376274375C70836080 @default.
- W4376274375 hasConceptScore W4376274375C86803240 @default.
- W4376274375 hasConceptScore W4376274375C88731125 @default.
- W4376274375 hasConceptScore W4376274375C91575142 @default.
- W4376274375 hasFunder F4320322711 @default.
- W4376274375 hasIssue "1" @default.
- W4376274375 hasLocation W43762743751 @default.
- W4376274375 hasLocation W43762743752 @default.
- W4376274375 hasOpenAccess W4376274375 @default.
- W4376274375 hasPrimaryLocation W43762743751 @default.
- W4376274375 hasRelatedWork W2003293420 @default.
- W4376274375 hasRelatedWork W2013627718 @default.
- W4376274375 hasRelatedWork W2054061677 @default.
- W4376274375 hasRelatedWork W2057364042 @default.
- W4376274375 hasRelatedWork W2954291171 @default.
- W4376274375 hasRelatedWork W4225949776 @default.
- W4376274375 hasRelatedWork W4234607392 @default.
- W4376274375 hasRelatedWork W4293254779 @default.
- W4376274375 hasRelatedWork W4376274375 @default.
- W4376274375 hasRelatedWork W594689889 @default.
- W4376274375 hasVolume "527" @default.
- W4376274375 isParatext "false" @default.
- W4376274375 isRetracted "false" @default.
- W4376274375 workType "article" @default.