Optimal Stopping Games for Markov Processes
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Publication:3617229
DOI10.1137/060673916zbMath1163.91011OpenAlexW2115251869MaRDI QIDQ3617229
Publication date: 27 March 2009
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/15884e07fdff772ba51a959efb9837839b519ecf
Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25) Optimal stopping in statistics (62L15) Probabilistic games; gambling (91A60) Games of timing (91A55)
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