A harmonic function approach to Nash-equilibria of Kifer-type stopping games
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Publication:2841420
DOI10.1524/strm.2013.1137zbMath1269.91027OpenAlexW334013789MaRDI QIDQ2841420
Dominik Stich, Hans Rudolf Lerche
Publication date: 25 July 2013
Published in: Statistics & Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/strm.2013.1137
Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)
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