Andrea Bovo
- Variational inequalities on unbounded domains for zero-sum\n singular-controller vs. stopper games
2022/03/11 by Andrea Bovo, Tiziano De Angelis, Bovo, Andrea +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #35K58 #49J40 #60G40 #91A05 #91A15 #93E20 #Analysis of PDEs (math.AP) #Climate Change Policy and Economics #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Stopper vs. singular-controller games with degenerate diffusions
2023/12/01 by Andrea Bovo, Tiziano De Angelis, Bovo, Andrea +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #49J40 #60G40 #91A05 #91A15 #93E20 #FOS: Economics and business #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics