Numerical scheme for Dynkin games under model uncertainty
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Publication:1663906
DOI10.1214/18-EJP198zbMath1415.91037arXiv1707.00033MaRDI QIDQ1663906
Yan Dolinsky, Benjamin Gottesman
Publication date: 24 August 2018
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.00033
Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)
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