Items where authors include "Palczewski, J."

Article

Bovo, A., De Angelis, T. and Palczewski, J. orcid.org/0000-0003-0235-8746 (2024) Stopper vs. Singular controller games with degenerate diffusions. Applied Mathematics and Optimization, 91 (3). ISSN 0095-4616

Kwon, H.D. and Palczewski, J. orcid.org/0000-0003-0235-8746 (2024) Exit Game with Private Information. Mathematics of Operations Research. ISSN 0364-765X

Grechuk, B., Palczewski, A. and Palczewski, J. orcid.org/0000-0003-0235-8746 (2024) On the solution uniqueness in portfolio optimization and risk analysis. International Journal of Theoretical and Applied Finance. ISSN 0219-0249

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