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A Dynkin Game on Assets with Incomplete Information on the Return - MaRDI portal

A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665)

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scientific article; zbMATH DE number 7354631
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English
A Dynkin Game on Assets with Incomplete Information on the Return
scientific article; zbMATH DE number 7354631

    Statements

    title
    A Dynkin Game on Assets with Incomplete Information on the Return (English)
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    author
    Tiziano De Angelis
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    Fabien Gensbittel
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    Stéphane Villeneuve
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    publication date
    3 June 2021
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    zbMATH Keywords
    zero-sum games
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    Dynkin games
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    Nash equilibrium
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    filtering
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    incomplete information
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    free boundaries
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    Identifiers

    Mathematics Subject Classification ID
    91A05
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    91A10
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    60G40
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    91A55
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    91A80
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    91G20
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    zbMATH DE Number
    7354631
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    OpenAlex ID
    W3086671740
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    arXiv ID
    1705.07352
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