On Dynkin Games with Incomplete Information
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Publication:2873866
DOI10.1137/120891800zbMath1285.91027arXiv1207.2320OpenAlexW2040137383MaRDI QIDQ2873866
Publication date: 27 January 2014
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.2320
2-person games (91A05) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
Related Items (12)
Continuous-time limit of dynamic games with incomplete information and a more informed player ⋮ Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information ⋮ Approximation of value function of differential game with minimal cost ⋮ How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition ⋮ Dynkin Games with Incomplete and Asymmetric Information ⋮ On the value of non-Markovian Dynkin games with partial and asymmetric information ⋮ Playing with ghosts in a Dynkin game ⋮ Dynkin games with heterogeneous beliefs ⋮ Continuous-time Markov games with asymmetric information ⋮ Optimal stopping games in models with various information flows ⋮ Zero-Sum Stopping Games with Asymmetric Information ⋮ Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information
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