Optimal Stopping in Sequential Games With or Without a Constraint of Always Terminating
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Publication:3754524
DOI10.1287/MOOR.11.4.591zbMATH Open0617.93052OpenAlexW2043921876MaRDI QIDQ3754524FDOQ3754524
Authors: Yoshio Ohtsubo 
Publication date: 1986
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.11.4.591
Recommendations
Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)
Cited In (17)
- A stopping game in a stochastic and fuzzy environment.
- Dynkin game under \(g\)-expectation in continuous time
- Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint
- Recombining Tree Approximations for Optimal Stopping for Diffusions
- Game contingent claims in complete and incomplete markets
- On shortfall risk minimization for game options
- Hedging with risk for game options in discrete time
- Nonzero-sum games of optimal stopping for Markov processes
- Equilibrium exit in stochastically declining industries
- PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME
- Optimal stopping and strong approximation theorems†
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
- Infinite horizon stopping problems with (nearly) total reward criteria
- Dynkin's games and Israeli options
- Numerical scheme for Dynkin games under model uncertainty
- Applications of weak convergence for hedging of game options
- Binomial approximations of shortfall risk for game options
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