Explicit optimal value for Dynkin's stopping game

DOI10.1016/0895-7177(95)00209-KzbMath0844.60022MaRDI QIDQ1905891

Yanyan Li

Publication date: 14 August 1996

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

optimal stopping problemone-step look ahead ruleDynkin's gameMarkov potential theory

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Related Items

Dynkin's games and Israeli options ⋮ On a decomposition result in a Dynkin stopping game

Cites Work

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