Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications

René Aïd, Matteo Basei, Giorgia Callegaro, Luciano Campi, Tiziano Vargiolu. Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications. Math. Oper. Res., 45(1):205-232, 2020. [doi]

Authors

René Aïd

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Matteo Basei

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Giorgia Callegaro

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Luciano Campi

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Tiziano Vargiolu

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