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Zero-sum Markov games with stopping and impulsive strategies · Study

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ArticleZero-sum Markov games with stopping and impulsive strategies

ukasz Stettner1982

Article1982

Zero-sum Markov games with stopping and impulsive strategies

73 citations·0/0 files stored·Applied Mathematics & Optimization

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Game Theory and Applications Stochastic processes and financial applications Adaptive Dynamic Programming Control

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References

1974Nonlinear variational inequalities and differential games with stopping times 1977Sur un problème de dynkin 1978Contrôle impulsionnel des processus de Markov

Cited by

1985On a randomized strategy in Neveu's stopping problem 1987A Nonzero-Sum Extension of Dynkin's Stopping Problem 2020Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications 2013Dynkin's Games and Israeli Options 1986Optimal Stopping in Sequential Games With or Without a Constraint of Always Terminating 2013On Dynkin Games with Incomplete Information 2014A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis 2013Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality

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1999Nonzero-Sum Stochastic Gameschapter · 2 shared references 2010The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Optionsarticle · 2 shared references 1987A Nonzero-Sum Extension of Dynkin's Stopping Problemarticle · 2 shared references 1984Dynkin games and martingale methodsarticle · 2 shared references 2013Dynkin's Games and Israeli Optionsarticle · 2 shared references 1987Non zero-sum stopping games of symmetric Markov processesarticle · 2 shared references

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Year1982

Typearticle

Published1982-10-01

VenueApplied Mathematics & Optimization

ISSN-L0095-4616

Languageen

Citations73

Files0 public / 0

ShelfGame Theory and Applications

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doi10.1007/bf01460115

openalex_workW183838645

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