Zero-sum stopper vs. singular-controller games with constrained control directions

Bovo, A., De Angelis, T. and Palczewski, J. orcid.org/0000-0003-0235-8746 (2024) Zero-sum stopper vs. singular-controller games with constrained control directions. SIAM Journal on Control and Optimization (SICON), 62 (4). pp. 2203-2228. ISSN 0363-0129

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Item Type: Article
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This item is protected by copyright. This is an author produced version of an article published in SIAM Journal on Control and Optimization. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: zero-sum stochastic games, singular control, optimal stopping, controlled diffusions, constrained controls, variational inequalities, obstacle problems, gradient constraint
Dates:
  • Published: August 2024
  • Published (online): 19 July 2024
  • Accepted: 6 May 2024
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 10 May 2024 10:01
Last Modified: 12 Aug 2024 12:01
Published Version: https://epubs.siam.org/doi/abs/10.1137/23M1579558
Status: Published
Publisher: Society for Industrial and Applied Mathematics
Identification Number: 10.1137/23M1579558
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