Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion (Q5233176)
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scientific article; zbMATH DE number 7105407
Language | Label | Description | Also known as |
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English | Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion |
scientific article; zbMATH DE number 7105407 |
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Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion (English)
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16 September 2019
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nonzero-sum optimal stopping game
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Nash equilibrium
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Brownian motion
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double partial superharmonic characterisation
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double smooth fit principle
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Itô-Tanaka formula
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optimal stopping
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regular diffusion
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