On the value of non-Markovian Dynkin games with partial and asymmetric information
DOI10.1214/21-AAP1721zbMath1498.91082arXiv2007.10643OpenAlexW3044290168MaRDI QIDQ2170360
Tiziano De Angelis, Jan Palczewski, Nikita Merkulov
Publication date: 5 September 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.10643
optimal stoppingasymmetric informationpartial informationregular processesnon-Markovian Dynkin gamespredictable-jump processesrandomised stopping times
Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Games of timing (91A55) Games with incomplete information, Bayesian games (91A27)
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