Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (2018)
Attributed to:
Optimal Prediction in Local Electricity Markets
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/apr.2018.17
Publication URI: http://dx.doi.org/10.1017/apr.2018.17
Type: Journal Article/Review
Parent Publication: Advances in Applied Probability
Issue: 2