Optimal Stopping Games and Nash Equilibrium
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Publication:3556744
DOI10.1137/S0040585X97983821zbMath1209.91052MaRDI QIDQ3556744
Publication date: 26 April 2010
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
free boundary problemprinciple of smooth fitoptimal stopping gameNash equilibriumoptimal stopping, Markov processprinciple of continuous fitsemi-harmonic characterization of the value function
Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
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