Numerical approximation of Dynkin games with asymmetric information (Q6663107)
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scientific article; zbMATH DE number 7966990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximation of Dynkin games with asymmetric information |
scientific article; zbMATH DE number 7966990 |
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Numerical approximation of Dynkin games with asymmetric information (English)
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14 January 2025
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zero-sum games
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optimal stopping
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asymmetric information
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probabilistic numerical approximation
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discrete convex envelope
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Hamilton-Jacobi-Bellmann equation
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viscosity solution
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GroupSort neural networks
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