Optimal stopping games and Nash equilibrium (Q3556744)

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scientific article; zbMATH DE number 5701634
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    Optimal stopping games and Nash equilibrium
    scientific article; zbMATH DE number 5701634

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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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