A Dynkin game under Knightian uncertainty (Q255509): Difference between revisions

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+Nonlinear variational inequalities and differential games with stopping times
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+Sur un problème de dynkin
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Optimal stopping under ambiguity in continuous time
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+DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
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+Backward stochastic differential equations with reflection and Dynkin games
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+Representation of the penalty term of dynamic concave utilities
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+Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains
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+Risk, Ambiguity, and the Savage Axioms
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+Maxmin expected utility with non-unique prior
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+The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Continuous-Time Dynkin Games with Mixed Strategies
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+Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality
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