scientific article; zbMATH DE number 3897939

zbMATH Open0563.60043MaRDI QIDQ3676906FDOQ3676906

Łukasz Stettner

Publication date: 1984

Title of this publication is not available (Why is that?)

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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)

Cited In (8)

• Zero-Sum Markov Games with Impulse Controls
• Dynkin game under \(g\)-expectation in continuous time
• Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games
• Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint
• Constrained dynkin's stopping problem with continuous parameter
• Explicit optimal value for Dynkin's stopping game
• Dynkin's games and Israeli options
• On the value of non-Markovian Dynkin games with partial and asymmetric information

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