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Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (2018)

First Author: De Angelis T

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