Continuous-time dynkin games with mixed strategies

SIAM Journal on Control and Optimization

Volumn 41, Issue 4, 2003, Pages 1073-1088

  Touzi, Nizar ^a   Vieille, Nicolas ^b,c  

^a CREST   (France)

^b HEC PARIS   (France)

^c Lab d'Econometrie l'Ecl Polytech   (France)

Author keywords

Dynkin games; Minimax theorem; Optimal stopping; Stochastic analysis

Indexed keywords

PROBABILITY; RANDOM PROCESSES; SET THEORY;

DYNKIN GAMES;

GAME THEORY;

EID: 0041425273     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012900369812     Document Type: Article

References (19)

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