Optimal Stopping Games and Nash Equilibrium (Q3556744): Difference between revisions
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scientific article
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English | Optimal Stopping Games and Nash Equilibrium |
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Optimal Stopping Games and Nash Equilibrium (English)
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26 April 2010
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optimal stopping game
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Nash equilibrium
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semi-harmonic characterization of the value function
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free boundary problem
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principle of smooth fit
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principle of continuous fit
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optimal stopping, Markov process
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