A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (2019)

First Author: Hamadène S
Attributed to:  Markov chain optimisation for energy systems (Ext.) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1017/apr.2019.19

Publication URI: http://dx.doi.org/10.1017/apr.2019.19

Type: Journal Article/Review

Parent Publication: Advances in Applied Probability

Issue: 2