Pages that link to "Item:Q3617229"
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The following pages link to Optimal Stopping Games for Markov Processes (Q3617229):
Displaying 35 items.
- Construction of Nash equilibrium based on multiple stopping problem in multi-person game (Q261537) (← 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)
- 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)
- Dynkin's games and Israeli options (Q1952697) (← links)
- A differential game with the possibility of early termination (Q2071613) (← links)
- On the value of non-Markovian Dynkin games with partial and asymmetric information (Q2170360) (← links)
- Playing with ghosts in a Dynkin game (Q2196542) (← links)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
- A class of solvable stopping games (Q2391240) (← links)
- A zero-sum Poisson stopping game with asymmetric signal rates (Q2694463) (← links)
- Time-Randomized Stopping Problems for a Family of Utility Functions (Q2810982) (← 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)
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (Q4556904) (← links)
- Dynkin games with heterogeneous beliefs (Q4684850) (← links)
- PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614) (← links)
- A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
- Dynkin Games with Incomplete and Asymmetric Information (Q5076713) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Zero-Sum Markov Games with Impulse Controls (Q5218228) (← links)
- Zero-Sum Stopping Games with Asymmetric Information (Q5219718) (← links)
- Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (Q5220413) (← links)
- The Existence of Game Value for Path-dependent Stochastic Differential Game (Q5348479) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- A Dynkin game with asymmetric information (Q5410809) (← links)
- GAME CALL OPTIONS REVISITED (Q5411399) (← 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)
