Hidekazu Yoshioka, Yuta Yaegashi. Finite Difference Scheme for Stochastic Differential Games with Several Singular Control Variables and Its Environmental Application. In Ivan Dimov, István Faragó, Lubin G. Vulkov, editors, Finite Difference Methods. Theory and Applications - 7th International Conference, FDM 2018, Lozenetz, Bulgaria, June 11-16, 2018, Revised Selected Papers. Volume 11386 of Lecture Notes in Computer Science, pages 102-113, Springer, 2018. [doi]
Abstract is missing.