Explicit optimal value for Dynkin's stopping game
type: Item
instance of: scholarly article
title: Explicit optimal value for Dynkin's stopping game
zbMATH Open document ID: 0844.60022
DOI: 10.1016/0895-7177(95)00209-K
author: Yanyan Li
published in: Mathematical and Computer Modelling
publication date: 1996-08-14T00:00:00Z
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91A60
zbMATH DE Number: 836492
zbMATH Keywords: optimal stopping problem
zbMATH Keywords: Dynkin's game
zbMATH Keywords: one-step look ahead rule
zbMATH Keywords: Markov potential theory
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 836492