Controller-and-stopper stochastic differential games with regime switching

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[1] Lv, Siyu
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Lv, Siyu (lvsiyu@seu.edu.cn) | 2021年 / arXiv卷
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Continous time - Controller-and-stopper game - Dynamic programming principle - HJB equations - Infinite horizons - Regime switching - Regime-switching models - Stochastic differential game - Value functions - Viscosity solutions;
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