Solving finite time horizon Dynkin games by optimal switching (Q2956502)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving finite time horizon Dynkin games by optimal switching |
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Solving finite time horizon Dynkin games by optimal switching (English)
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17 January 2017
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optimal stopping game
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Nash equilibrium
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saddle point
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optimal stopping
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Snell envelope
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optimal switching
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