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Preprint 17037


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


Authors: Tiziano De Angelis, Giorgio Ferrari Projects: C4
Published: Advances in Applied Probability 50, no. 2 (2018), 347–372
Submission Date: 12.12.2017 Submitter: Frank Riedel
Download: PDF

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