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Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities
Stochastic differential game Impulse control Quasi-variational inequality Viscosity solution
2012/6/25
We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equati...
We consider a dynamic version of sender-receiver games, where the sequence of states follows an irreducible Markov chain observed by the sender. Under mild assumptions, we provide a simple characteriz...
Semiproportional Values for TU Games ?
cooperative TU game value proportional sharing probabilistic model
2014/6/27
The goal of the paper is to introduce a family of values for transferable utility cooperative games that are proportional for twoperson games and as well satisfying some combinatorial structure compos...