Zero-sum stopper vs. singular-controller games with constrained control directions

Fuente: arXiv
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Main Authors: Bovo, Andrea, De Angelis, Tiziano, Palczewski, Jan
Format: Preprint
Published: 2023
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author Bovo, Andrea
De Angelis, Tiziano
Palczewski, Jan
author_facet Bovo, Andrea
De Angelis, Tiziano
Palczewski, Jan
contents We consider a class of zero-sum stopper vs. singular-controller games in which the controller can only act on a subset $d_0<d$ of the $d$ coordinates of a controlled diffusion. Due to the constraint on the control directions these games fall outside the framework of recently studied variational methods. In this paper we develop an approximation procedure, based on $L^1$-stability estimates for the controlled diffusion process and almost sure convergence of suitable stopping times. That allows us to prove existence of the game's value and to obtain an optimal strategy for the stopper, under continuity and growth conditions on the payoff functions. This class of games is a natural extension of (single-agent) singular control problems, studied in the literature, with similar constraints on the admissible controls.
format Preprint
id arxiv_https___arxiv_org_abs_2306_05113
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Zero-sum stopper vs. singular-controller games with constrained control directions
Bovo, Andrea
De Angelis, Tiziano
Palczewski, Jan
Optimization and Control
Probability
Mathematical Finance
91A05, 91A15, 60G40, 93E20, 49J40
We consider a class of zero-sum stopper vs. singular-controller games in which the controller can only act on a subset $d_0<d$ of the $d$ coordinates of a controlled diffusion. Due to the constraint on the control directions these games fall outside the framework of recently studied variational methods. In this paper we develop an approximation procedure, based on $L^1$-stability estimates for the controlled diffusion process and almost sure convergence of suitable stopping times. That allows us to prove existence of the game's value and to obtain an optimal strategy for the stopper, under continuity and growth conditions on the payoff functions. This class of games is a natural extension of (single-agent) singular control problems, studied in the literature, with similar constraints on the admissible controls.
title Zero-sum stopper vs. singular-controller games with constrained control directions
topic Optimization and Control
Probability
Mathematical Finance
91A05, 91A15, 60G40, 93E20, 49J40
url https://arxiv.org/abs/2306.05113