The Value of Zero-Sum Stopping Games in Continuous Time

DOI10.1137/S0363012903429025zbMATH Open1116.91030MaRDI QIDQ5317099FDOQ5317099

Publication date: 15 September 2005

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

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zbMATH Keywords

optimal stopping continuous time stochastic analysis Dynkin games stopping games stochastic duels

Mathematics Subject Classification ID

Noncooperative games (91A10) Stopping times; optimal stopping problems; gambling theory (60G40) Games of timing (91A55)

Cited In (37)

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