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Dynkin Games with Incomplete and Asymmetric Information - MaRDI portal

Dynkin Games with Incomplete and Asymmetric Information (Q5076713)

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scientific article; zbMATH DE number 7528001
Language Label Description Also known as
English
Dynkin Games with Incomplete and Asymmetric Information
scientific article; zbMATH DE number 7528001

    Statements

    title
    Dynkin Games with Incomplete and Asymmetric Information (English)
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    author
    Tiziano De Angelis
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    Erik Ekström
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    Kristoffer J. Glover
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    publication date
    17 May 2022
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    zbMATH Keywords
    Dynkin games
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    asymmetric information
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    randomised strategies
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    Nash equilibria
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    singular control
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    quasi-variational inequalities
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    cites work
    Q2753357
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    Q4657104
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    Q5620287
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    Q5342822
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    Game options
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    Q4139359
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    Q3656699
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    Identifiers

    Mathematics Subject Classification ID
    91A15
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    91A27
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    91A05
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    91A55
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    60G40
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    zbMATH DE Number
    7528001
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    OpenAlex ID
    W3200690675
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    arXiv ID
    1810.07674
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