Continuous-Time Dynkin Games with Mixed Strategies
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Publication:4785673
DOI10.1137/S0363012900369812zbMath1020.60028OpenAlexW2076871097MaRDI QIDQ4785673
Publication date: 5 January 2003
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012900369812
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)
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