On a decomposition result in a Dynkin stopping game
From MaRDI portal
Publication:2997964
Recommendations
Cites work
- scientific article; zbMATH DE number 3720745 (Why is no real title available?)
- scientific article; zbMATH DE number 3607222 (Why is no real title available?)
- A Markov decision process with convex reward and its associated stopping game
- Continuous-Time Dynkin Games with Mixed Strategies
- Dynkin games and martingale methods
- Explicit optimal value for Dynkin's stopping game
- Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
- Non zero-sum stopping games of symmetric Markov processes
- Nonlinear variational inequalities and differential games with stopping times
- On a Game Connected with the Wiener Process
- On optimal stopping and free boundary problems
- Optimal Stopping of One-Dimensional Diffusions
- Optimal stopping problems for Brownian motion
- Optimal time to invest when the price processes are geometric Brownian motions
- Sur un problème de dynkin
Cited in
(2)
This page was built for publication: On a decomposition result in a Dynkin stopping game
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2997964)
