Continuous-Time Dynkin Games with Mixed Strategies
DOI10.1137/S0363012900369812zbMATH Open1020.60028OpenAlexW2076871097MaRDI QIDQ4785673FDOQ4785673
Authors: Nizar Touzi, Nicolas Vieille 
Publication date: 5 January 2003
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012900369812
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Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15)
Cited In (51)
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- A Dynkin game under Knightian uncertainty
- Non-linear Dynkin games over split stopping times
- Dynkin games with heterogeneous beliefs
- Dynkin game under \(g\)-expectation in continuous time
- Dynkin games in a general framework
- Dynkin game with asymmetric information
- On time-inconsistent stopping problems and mixed strategy stopping times
- On a decomposition result in a Dynkin stopping game
- Subgame-perfect equilibria in stochastic timing games
- Optimal entry timing
- A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria
- Mixed generalized Dynkin game and stochastic control in a Markovian framework
- AHEAD: \textit{ad hoc} electronic auction design
- Optimal consumption and portfolio selection with early retirement option
- Dynkin games with Poisson random intervention times
- BSDE approach for Dynkin game and American game option
- Zero-sum dynamic games and a stochastic variation of Ramsey's theorem
- The multi-player nonzero-sum Dynkin game in discrete time
- Preemption games under Lévy uncertainty
- The absence of attrition in a war of attrition under complete information
- Emergence of a New Attracting Set by a Mixed Strategy in Game Dynamics
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game
- Continuous-time zero-sum stochastic game with stopping and control
- A class of solvable stopping games
- Zero-sum Markov games with impulse controls
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping
- Two-player nonzero-sum stopping games in discrete time.
- Zero-sum stopping games with asymmetric information
- Dynkin Games with Incomplete and Asymmetric Information
- Preemptive investment under uncertainty
- The Multiplayer Nonzero-Sum Dynkin Game in Continuous Time
- Continuous strategies in differential games
- Hedging of game options in discrete markets with transaction costs
- Doubly reflected BSDEs with integrable parameters and related Dynkin games
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
- Learning to disagree in a game of experimentation
- Dynkin's games and Israeli options
- On the value of a time-inconsistent mean-field zero-sum Dynkin game
- Optimal variance stopping with linear diffusions
- On the value of non-Markovian Dynkin games with partial and asymmetric information
- Dynkin games and martingale methods
- Randomized Optimal Stopping Algorithms and Their Convergence Analysis
- The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options
- Minimum guaranteed payments and costly cancellation rights: a stopping game perspective
- Title not available (Why is that?)
- Equilibrium in two-player non-zero-sum Dynkin games in continuous time
- Continuous time contests with private information
- Callable convertible bonds under liquidity constraints and hybrid priorities
- Playing with ghosts in a Dynkin game
- Discrete time stochastic multi-player competitive games with affine payoffs
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