The Value of Zero-Sum Stopping Games in Continuous Time-Reference-Cited by-同舟云学术

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The Value of Zero-Sum Stopping Games in Continuous Time

Published:2005-01 Issue:5 Volume:43 Page:1913-1922
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Laraki Rida,Solan Eilon

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

http://epubs.siam.org/doi/pdf/10.1137/S0363012903429025

Reference18 articles.

1. Sur un problème de dynkin

Cited by 55 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the value of a time-inconsistent mean-field zero-sum Dynkin game;Mathematics and Financial Economics;2024-07-03

2. Randomized Optimal Stopping Problem in Continuous Time and Reinforcement Learning Algorithm;SIAM Journal on Control and Optimization;2024-06-03

3. Prolonged Learning and Hasty Stopping: The Wald Problem with Ambiguity;American Economic Review;2024-02-01

4. Learning an Optimal Investment Policy with Transaction Costs via a Randomized Dynkin Game;2024

5. On the value of non-Markovian Dynkin games with partial and asymmetric information;The Annals of Applied Probability;2022-06-01

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