$$\varepsilon $$-Nash Equilibria of a Multi-player Nonzero-Sum Dynkin Game in Discrete Time-Reference-Cited by-同舟云学术

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$$\varepsilon $$-Nash Equilibria of a Multi-player Nonzero-Sum Dynkin Game in Discrete Time

Published:2023-03-30 Issue: Volume: Page:
ISSN:2153-0785
Container-title:Dynamic Games and Applications
language:en
Short-container-title:Dyn Games Appl

Author:

Hamadène Said,Hassani Mohammed,Morlais Marie-Amélie

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Computational Theory and Mathematics,Computer Graphics and Computer-Aided Design,Computer Science Applications,Statistics and Probability,Economics and Econometrics

Link

https://link.springer.com/content/pdf/10.1007/s13235-023-00500-3.pdf

Reference19 articles.

1. Dellacherie C, Meyer PA (1980) Probabilités et Potentiel, Chapitres 1–8. Hermann, Paris

2. Dynkin EB (1969) The game variant of a problem on optimal stopping. Soviet Math Dokl 10:270–274

3. El-Karoui N (1980) Les aspects probabilistes du contrôle stochastique. Ecole d’été de Probabilités de Saint-Flour, Lect. Notes in Math. No 876, Springer Verlag

4. Ferenstein EZ (2005) On Randomized Stopping Games. Advances in Dynamic Games, Annals of the International Society of Dynamic Games 7(Part III):223–233

5. Hamadène S, Hassani M (2013) The multi-player nonzero-sum Dynkin game in discrete time. Math Methods Oper Res 79(2):179–194

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