Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection
DOI10.1016/J.SPA.2014.03.009zbMATH Open1329.60110OpenAlexW2030762966MaRDI QIDQ402722FDOQ402722
Authors: Tianyang Nie, Marek Rutkowski 
Publication date: 28 August 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2014.03.009
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backward stochastic differential equationsoblique reflectionmulti-player stopping gamesredistribution game
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) (n)-person games, (n>2) (91A06) Probabilistic games; gambling (91A60)
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Cited In (6)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality
- Title not available (Why is that?)
- Discrete-time multi-player stopping and quitting games with redistribution of payoffs
- Multi-dimensional path-dependent forward-backward stochastic variational inequalities
- Arbitrage-free pricing of multi-person game claims in discrete time
- Discrete time stochastic multi-player competitive games with affine payoffs
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