Continuous-Time Dynkin Games with Mixed Strategies
From MaRDI portal
(Redirected from Publication:4785673)
Recommendations
Cited in
(61)- Preemptive investment under uncertainty
- Dynkin game with asymmetric information
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping
- Continuous strategies in differential games
- Two-player nonzero-sum stopping games in discrete time.
- Dynkin's games and Israeli options
- Optimal variance stopping with linear diffusions
- The absence of attrition in a war of attrition under complete information
- Non-linear Dynkin games over split stopping times
- A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria
- On the value of non-Markovian Dynkin games with partial and asymmetric information
- Dynkin game under \(g\)-expectation in continuous time
- Playing with ghosts in a Dynkin game
- On time-inconsistent stopping problems and mixed strategy stopping times
- Preemption games under Lévy uncertainty
- A class of solvable stopping games
- Learning to disagree in a game of experimentation
- Subgame-perfect equilibria in stochastic timing games
- The multi-player nonzero-sum Dynkin game in discrete time
- Zero-sum dynamic games and a stochastic variation of Ramsey's theorem
- A Dynkin game under Knightian uncertainty
- Continuous-time zero-sum stochastic game with stopping and control
- Mixed generalized Dynkin game and stochastic control in a Markovian framework
- On a decomposition result in a Dynkin stopping game
- Minimum guaranteed payments and costly cancellation rights: a stopping game perspective
- The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options
- Continuous time contests with private information
- scientific article; zbMATH DE number 3861015 (Why is no real title available?)
- scientific article; zbMATH DE number 5283686 (Why is no real title available?)
- Dynkin games and martingale methods
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
- BSDE approach for Dynkin game and American game option
- Dynkin games with heterogeneous beliefs
- Emergence of a New Attracting Set by a Mixed Strategy in Game Dynamics
- Dynkin games with incomplete and asymmetric information
- Randomized Optimal Stopping Algorithms and Their Convergence Analysis
- Zero-sum Markov games with impulse controls
- Optimal consumption and portfolio selection with early retirement option
- Zero-sum stopping games with asymmetric information
- Dynkin games with Poisson random intervention times
- Hedging of game options in discrete markets with transaction costs
- Equilibrium in two-player non-zero-sum Dynkin games in continuous time
- The Multiplayer Nonzero-Sum Dynkin Game in Continuous Time
- Dynkin games in a general framework
- AHEAD: \textit{ad hoc} electronic auction design
- On the value of a time-inconsistent mean-field zero-sum Dynkin game
- Callable convertible bonds under liquidity constraints and hybrid priorities
- Optimal harvesting under uncertain environment with clusters of catastrophes
- Generalized Dynkin games and doubly reflected BSDEs driven by RCLL martingales
- Mean-field games of optimal stopping: master equation and weak equilibria
- Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale
- A Dynkin game with independent processes and private information
- Optimal stopping without Snell envelopes
- The risk of war: an analysis combining real options and games
- Dynkin games under progressive enlargement of filtration with random time
- Dynkin ghost games with asymmetry and consolation
- Zero-sum Dynkin games under common and independent Poisson constraints
- Doubly reflected BSDEs with integrable parameters and related Dynkin games
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game
- Optimal entry timing
- Discrete time stochastic multi-player competitive games with affine payoffs
This page was built for publication: Continuous-Time Dynkin Games with Mixed Strategies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4785673)
