A competitive optimal stopping game
From MaRDI portal
Publication:2098917
DOI10.1515/bejte-2016-0128OpenAlexW2765903017MaRDI QIDQ2098917
Publication date: 22 November 2022
Published in: The B. E. Journal of Theoretical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/bejte-2016-0128
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Symmetric equilibrium strategies in game theoretic real option models
- Finding all Nash equilibria of a finite game using polynomial algebra
- Optimal stopping problems by two or more decision makers: a survey
- On a randomized strategy in Neveu's stopping problem
- A theory of stopping time games with applications to product innovations and asset sales
- Preemption games under Lévy uncertainty
- Computing generalized Nash equilibria by polynomial programming
- Non-cooperative games
- Optimal Stopping With Multiple Priors
- Equilibrium Points in a Game Related to the Best Choice Problem
- An Elementary Proof of the Budan-Fourier Theorem
This page was built for publication: A competitive optimal stopping game