Controller-and-stopper stochastic differential games with regime switching

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机构：

[1] Lv, Siyu

来源：

Lv, Siyu (lvsiyu@seu.edu.cn) | 2021年 / arXiv卷

关键词：

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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