Zero-Sum Stopping Games with Asymmetric Information
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Publication:5219718
DOI10.1287/moor.2017.0924zbMath1443.91081arXiv1412.1412OpenAlexW2963667139WikidataQ129248172 ScholiaQ129248172MaRDI QIDQ5219718
Fabien Gensbittel, Christine Grün
Publication date: 12 March 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.1412
2-person games (91A05) Games of timing (91A55) Applications of continuous-time Markov processes on discrete state spaces (60J28)
Related Items (11)
Continuous-time limit of dynamic games with incomplete information and a more informed player ⋮ Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information ⋮ Approximation of value function of differential game with minimal cost ⋮ How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition ⋮ Dynkin Games with Incomplete and Asymmetric Information ⋮ On the value of non-Markovian Dynkin games with partial and asymmetric information ⋮ Solving two-state Markov games with incomplete information on one side ⋮ Playing with ghosts in a Dynkin game ⋮ Continuous-time Markov games with asymmetric information ⋮ Optimal stopping games in models with various information flows ⋮ A differential game with the possibility of early termination
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