Sur un problème de dynkin
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Publication:4104687
DOI10.1007/BF01844871zbMath0336.60069MaRDI QIDQ4104687
Publication date: 1977
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Optimal stochastic control (93E20) Inequalities and extremum problems involving convexity in convex geometry (52A40) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Probabilistic potential theory (60J45)
Related Items (38)
A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria ⋮ Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information ⋮ On a randomized strategy in Neveu's stopping problem ⋮ Non zero-sum stopping games of symmetric Markov processes ⋮ Two-player nonzero-sum stopping games in discrete time. ⋮ Explicit optimal value for Dynkin's stopping game ⋮ BSDE Approach for Dynkin Game and American Game Option ⋮ On the value of non-Markovian Dynkin games with partial and asymmetric information ⋮ Playing with ghosts in a Dynkin game ⋮ Dynkin's games and Israeli options ⋮ Convex inequalities in stochastic control ⋮ Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case ⋮ The multi-player nonzero-sum Dynkin game in discrete time ⋮ On a decomposition result in a Dynkin stopping game ⋮ Dynkin game with asymmetric information ⋮ Backward stochastic differential equations with reflection and Dynkin games ⋮ Reflected backward SDEs with two barriers under monotonicity and general increasing conditions ⋮ Equilibrium in two-player non-zero-sum Dynkin games in continuous time ⋮ Nash equilibria of threshold type for two-player nonzero-sum games of stopping ⋮ Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski ⋮ Reflected backward stochastic differential equations with two RCLL barriers ⋮ Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games ⋮ Zero-sum Markov games with stopping and impulsive strategies ⋮ Nonzero-sum games of optimal stopping for Markov processes ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4162232 Contr�le de processus alternants et applications] ⋮ A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time ⋮ Reflected backward stochastic differential equations with two optional barriers ⋮ Dynkin games in a general framework ⋮ Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space ⋮ Zero-Sum Markov Games with Impulse Controls ⋮ Optimal stopping games in models with various information flows ⋮ Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint ⋮ Dynkin Games with Poisson Random Intervention Times ⋮ Duality in dynamic fuzzy systems ⋮ Bilateral evolution problems of non-variational type: existence, uniqueness, Hölder-regularity and approximation of solutions ⋮ Dynkin games and martingale methods ⋮ Un modéle d'lnspections optimales ⋮ A Dynkin game under Knightian uncertainty
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