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"Dynkin Games with Poisson Random Intervention Times."

Gechun Liang, Haodong Sun (2019)

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DOI: 10.1137/18M1175720

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/LiangS19
Gechun Liang, Haodong Sun:
Dynkin Games with Poisson Random Intervention Times. SIAM J. Control. Optim. 57(4): 2962-2991 (2019)

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