On zero-sum optimal stopping games

DOI10.1007/s00245-017-9412-6zbMath1404.49027arXiv1408.3692OpenAlexW1748711365MaRDI QIDQ1630415

Zhou Zhou, Erhan Bayraktar

Publication date: 10 December 2018

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.3692

zbMATH Keywords

Dynkin gamestopping games

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Stochastic games, stochastic differential games (91A15) Games of timing (91A55)

Related Items

On a stopping game in continuous time

Cites Work

• Optimal stopping time problem in a general framework
• Optimal multiple stopping time problem
• Dynkin's games and Israeli options
• On a stopping game in continuous time
• Dynkin games in a general framework
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Unnamed Item
• Unnamed Item