Pages that link to "Item:Q3556744"
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The following pages link to Optimal Stopping Games and Nash Equilibrium (Q3556744):
Displaying 25 items.
- Construction of Nash equilibrium based on multiple stopping problem in multi-person game (Q261537) (← links)
- Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
- The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
- Capacity expansion games with application to competition in power generation investments (Q1655769) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- Dynkin game with asymmetric information (Q1734208) (← links)
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Singular control of the drift of a Brownian system (Q2238968) (← links)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- Existence of a quasi-markov nash equilibrium for non-zero sum markov stopping games (Q3484107) (← links)
- A zero-sum competitive multi-player game (Q4898891) (← links)
- A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (Q5220413) (← links)
- Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion (Q5233176) (← links)
- Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games (Q5401378) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
- Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems (Q5859524) (← links)
- Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information (Q5883133) (← links)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
