The multi-player nonzero-sum Dynkin game in discrete time
DOI10.1007/S00186-013-0458-1zbMATH Open1292.91028OpenAlexW2082019311MaRDI QIDQ2454073FDOQ2454073
Authors: Said Hamadène, M. Hassani 
Publication date: 12 June 2014
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-013-0458-1
Recommendations
Noncooperative games (91A10) Stopping times; optimal stopping problems; gambling theory (60G40) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15) Games of timing (91A55) Discrete-time games (91A50)
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Cited In (19)
- DISCRETE TIME DYNAMIC GAMES WITH CONTINUUM OF PLAYERS II: SEMI-DECOMPOSABLE GAMES
- Non-linear Dynkin games over split stopping times
- Dynkin game under \(g\)-expectation in continuous time
- Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information
- \(\varepsilon\)-Nash equilibria of a multi-player nonzero-sum Dynkin game in discrete time
- The multi-player nonzero-sum Dynkin game in discrete time
- Deterministic multi-player Dynkin games.
- An n-person noncooperative discounted vector valued dynamic game with a stopped set
- Continuous-time zero-sum stochastic game with stopping and control
- The Multiplayer Nonzero-Sum Dynkin Game in Continuous Time
- The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options
- Nonlinear dynamics in combinatorial games: Renormalizing Chomp
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- A Nonzero-Sum Extension of Dynkin's Stopping Problem
- Arbitrage-free pricing of multi-person game claims in discrete time
- Noncooperative n-player cyclic stopping games
- Discrete time stochastic multi-player competitive games with affine payoffs
- A zero-sum competitive multi-player game
- On a discrete-time non-zero-sum Dynkin problem with monotonicity
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