On the Multidimensional Controller-and-Stopper Games
On the Multidimensional Controller-and-Stopper Games
We consider a zero-sum stochastic differential controller-and-stopper game in which the state process is a controlled diffusion evolving in a multidimensional Euclidean space. In this game, the controller affects both the drift and diffusion terms of the state process, and the diffusion term can be degenerate. Under appropriate conditions, we …