Solving finite time horizon Dynkin games by optimal switching (Q2956502)
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scientific article; zbMATH DE number 6675890
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Solving finite time horizon Dynkin games by optimal switching |
scientific article; zbMATH DE number 6675890 |
Statements
Solving finite time horizon Dynkin games by optimal switching (English)
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17 January 2017
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optimal stopping game
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Nash equilibrium
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saddle point
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optimal stopping
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Snell envelope
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optimal switching
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0.8926142
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0.8923844
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0.89110696
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0.8853655
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0.8842326
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0.88270074
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0.8805562
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0.87576604
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