scientific article; zbMATH DE number 3897939

MaRDI QIDQ3676906zbMATH OpenFDO

Authors Łukasz Stettner

Publication date 1984

zbMATH Keywords

approximation to the value of the gameclosedness of the Dynkin game

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
• Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint
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Cited in

(9)

• Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint
• Explicit optimal value for Dynkin's stopping game
• Dynkin's games and Israeli options
• Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games
• On the value of non-Markovian Dynkin games with partial and asymmetric information
• Dynkin game under \(g\)-expectation in continuous time
• Constrained dynkin's stopping problem with continuous parameter
• Zero-sum Markov games with impulse controls
• Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale

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