The value of zero-sum stopping games in continuous time

SIAM Journal on Control and Optimization

Volumn 43, Issue 5, 2005, Pages 1913-1922

  Laraki, Rida ^a   Solan, Eilon ^b,c  

^a ECOLE POLYTECHNIQUE   (France)

^b NORTHWESTERN UNIVERSITY   (United States)

^c TEL AVIV UNIVERSITY   (Israel)

Author keywords

Continuous time; Dynkin games; Optimal stopping; Stochastic analysis; Stochastic duels; Stopping games

Indexed keywords

CONTINUOUS TIME; DYNKIN GAMES; OPTIMAL STOPPING; STOCHASTIC ANALYSIS; STOPPING GAMES; VSTOCHASTIC DUELS;

GAME THEORY; RANDOM PROCESSES;

COMPUTER SOFTWARE;

EID: 27644579035     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012903429025     Document Type: Article

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