Dynkin Games with Incomplete and Asymmetric Information

DOI10.1287/moor.2021.1141zbMath1491.91018arXiv1810.07674OpenAlexW3200690675MaRDI QIDQ5076713

Tiziano De Angelis, Kristoffer J. Glover, Erik Ekström

Publication date: 17 May 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.07674

zbMATH Keywords

asymmetric informationNash equilibriaquasi-variational inequalitiesDynkin gamessingular controlrandomised strategies

Mathematics Subject Classification ID

2-person games (91A05) 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)

Related Items (4)

Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information ⋮ How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition ⋮ On the value of non-Markovian Dynkin games with partial and asymmetric information ⋮ Only time will tell: credible dynamic signaling

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