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]
@article{AidBCCV20,
title = {Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications},
author = {René Aïd and Matteo Basei and Giorgia Callegaro and Luciano Campi and Tiziano Vargiolu},
year = {2020},
doi = {10.1287/moor.2019.0989},
url = {https://doi.org/10.1287/moor.2019.0989},
researchr = {https://researchr.org/publication/AidBCCV20},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {45},
number = {1},
pages = {205-232},
}