We find refined solutions without exceptional starting points of the three problems of the optimal stopping, the zero-sum stopping game (Dynkin\u27s game) and the nonzero sum stopping game for a general symmetric Markov process under the absolute continuity condition on the transition function
The Dynkin stopping problem with a constraint that the game must always terminate after some finite ...
We study an infinite horizon optimal stopping Markov problem which is either undiscounted (total rew...
2012-07-10This dissertation consists of three parts. We first study the continuous time non-zero-sum...
This paper deals with a zero-sum game, whose state changes correspondingly with a kind of Markov pro...
We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit...
The properties of value functions of time inhomogeneous optimal stopping problem and zero-sum game ...
We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit...
We present closed-form solutions to a discounted optimal stopping zero-sum game in a model with a ge...
We revisit the Dynkin game problem in a general framework and relax some assumptions. The payoffs an...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
AbstractWe consider a two-person zero-sum Markov game with continuous time up to the time that the g...
In this paper we study the well-know optimal stopping problem applied to a general family of continu...
We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping tim...
de Angelis T, Ferrari G, Moriarty J. Nash equilibria of threshold type for two-player nonzero-sum ga...
We study games of optimal stopping (Dynkin games). A Dynkin game is a mathematical model involving s...
The Dynkin stopping problem with a constraint that the game must always terminate after some finite ...
We study an infinite horizon optimal stopping Markov problem which is either undiscounted (total rew...
2012-07-10This dissertation consists of three parts. We first study the continuous time non-zero-sum...
This paper deals with a zero-sum game, whose state changes correspondingly with a kind of Markov pro...
We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit...
The properties of value functions of time inhomogeneous optimal stopping problem and zero-sum game ...
We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit...
We present closed-form solutions to a discounted optimal stopping zero-sum game in a model with a ge...
We revisit the Dynkin game problem in a general framework and relax some assumptions. The payoffs an...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
AbstractWe consider a two-person zero-sum Markov game with continuous time up to the time that the g...
In this paper we study the well-know optimal stopping problem applied to a general family of continu...
We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping tim...
de Angelis T, Ferrari G, Moriarty J. Nash equilibria of threshold type for two-player nonzero-sum ga...
We study games of optimal stopping (Dynkin games). A Dynkin game is a mathematical model involving s...
The Dynkin stopping problem with a constraint that the game must always terminate after some finite ...
We study an infinite horizon optimal stopping Markov problem which is either undiscounted (total rew...
2012-07-10This dissertation consists of three parts. We first study the continuous time non-zero-sum...