Differential game with discrete stopping time

MaRDI QIDQ5066868zbMATH OpenFDO

Authors Dmitriĭ V. Khlopin

Publication date 30 March 2022

Full work available at URL http://mathnet.ru/eng/mgta292

zbMATH Keywords

differential gamesDynkin's stopping gameextremal shiftnear optimal strategiesstrategy with guidezero-sum two-person games

Mathematics Subject Classification ID

2-person games (91A05) Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Games of timing (91A55)

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Cites work

• Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games
• Approximate solutions of continuous-time stochastic games
• Arbitrage pricing of defaultable game options with applications to convertible bonds
• Asset market games of survival: a synthesis of evolutionary and dynamic games
• Continuous-time stochastic games
• Cooperative differential games with stochastic time
• scientific article; zbMATH DE number 3468574 (Why is no real title available?)
• scientific article; zbMATH DE number 3618011 (Why is no real title available?)
• scientific article; zbMATH DE number 3296964 (Why is no real title available?)
• Markov processes, semigroups and generators.
• Mixed Zero-Sum Stochastic Differential Game and American Game Options
• Non-constant discounting and differential games with random time horizon
• Nonlinear variational inequalities and differential games with stopping times
• Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems
• Optimal stopping strategies in the game ``the price is right
• Selected topics on continuous-time controlled Markov chains and Markov games
• The Value of Zero-Sum Stopping Games in Continuous Time
• Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
• Zero-sum Markov games with impulse controls

Cited in

(7)

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• Minimax differential game with delay

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