Randomized stopping games and Markov market games
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Publication:2465380
DOI10.1007/s00186-006-0143-8zbMath1162.91007OpenAlexW2115199662MaRDI QIDQ2465380
Publication date: 4 January 2008
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-006-0143-8
Related Items (6)
Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection ⋮ Dynkin's games and Israeli options ⋮ Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games ⋮ The multi-player nonzero-sum Dynkin game in discrete time ⋮ A zero-sum competitive multi-player game ⋮ Preemption games under Lévy uncertainty
Cites Work
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- Applications of a theorem concerning sets with convex sections
- Non-cooperative games
- A Nonzero-Sum Extension of Dynkin's Stopping Problem
- ON A multi-person time-sequential game with priorities
- On a discrete-time non-zero-sum Dynkin problem with monotonicity
- Stationary Markov Equilibria
- Construction of Stationary Markov Equilibria in a Strategic Market Game
- Randomized Stopping Times in Dynkin Games
- Games of stopping with infinite horizon
- Quitting Games
- Stopping games with randomized strategies
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