Optimal stopping games and Nash equilibrium
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Publication:3556744
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Cited in
(46)- Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms
- Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion
- Dynkin game with asymmetric information
- A Dynkin game on assets with incomplete information on the return
- scientific article; zbMATH DE number 1944158 (Why is no real title available?)
- Multidimensional investment problem
- scientific article; zbMATH DE number 1507322 (Why is no real title available?)
- Optimal Stopping Games for Markov Processes
- A zero-sum competitive multi-player game
- On zero-sum optimal stopping games
- American step-up and step-down default swaps under Lévy models
- A Singular Stochastic Control Problem with Interconnected Dynamics
- OPTIMAL STOPPING IN A STOCHASTIC GAME
- Nash equilibria in a class of Markov stopping games
- Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information
- Monotone stopping games
- Nonzero-sum games of optimal stopping and generalized Nash equilibrium problems
- Dynkin's games and Israeli options
- Nash Equilibrium in a Game Version of the Elfving Problem.
- Stochastic Perron's method and verification without smoothness using viscosity comparison: obstacle problems and Dynkin games
- A harmonic function approach to Nash-equilibria of Kifer-type stopping games
- A class of solvable stopping games
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis
- Noncooperative n-player cyclic stopping games
- Capacity expansion games with application to competition in power generation investments
- scientific article; zbMATH DE number 5878746 (Why is no real title available?)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend
- Discrete time stochastic multi-player competitive games with affine payoffs
- Optimal control of debt-to-GDP ratio in an \(N\)-state regime switching economy
- Game approach to the optimal stopping problem†
- Existence of a quasi-markov nash equilibrium for non-zero sum markov stopping games
- Nonzero-sum games of optimal stopping for Markov processes
- Perpetual cancellable American options with convertible features
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping
- Construction of Nash equilibrium in a game version of Elfving's multiple stopping problem
- Optimal stopping games in models with various information flows
- Singular control of the drift of a Brownian system
- Optimality of Two-Parameter Strategies in Stochastic Control
- A Mean Field Game of Optimal Stopping
- Arbitrage-free pricing of multi-person game claims in discrete time
- A competitive optimal stopping game
- Construction of Nash equilibrium based on multiple stopping problem in multi-person game
- Nash equilibrium and the Legendre transform in optimal stopping games with one dimensional diffusions
- Subgame perfect equilibria in stopping games
- On the value of optimal stopping games
- The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process
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