Pages that link to "Item:Q5711150"
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The following pages link to Game approach to the optimal stopping problem† (Q5711150):
Displaying 10 items.
- Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption (Q499190) (← links)
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
