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Martyr, Randall

  1. A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
    2018/06/01 by Hamadène, Said, Martyr, Randall, Moriarty, John · 2 citations
    #49N25 #60G40 #91A05 #91A15 #91A55 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)