Optimal Stopping Games and Nash Equilibrium (Q3556744)

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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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