scientific article; zbMATH DE number 3835049

MaRDI QIDQ3040237zbMATH OpenFDO

Authors Łukasz Stettner

Publication date 1982

zbMATH Keywords

existence of the value of the gamepenalty methodstochastic game with stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) 2-person games (91A05) Noncooperative games (91A10)

Cited in

(7)

• Non zero-sum stopping games of symmetric Markov processes
• On the value of non-Markovian Dynkin games with partial and asymmetric information
• Optimal stopping games in models with various information flows
• Reflected BSDEs with general filtration and two completely separated barriers
• Discounted optimal stopping zero-sum games in diffusion type models with maxima and minima
• Discounted nonzero-sum optimal stopping games under Poisson random intervention times
• Optimal stopping zero-sum games in continuous hidden Markov models

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