Continuous-Time Dynkin Games with Mixed Strategies
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- Touzi, N. & Vieille, N., 1999. "Continuous-Time Dynkin Games with Mixed Strategies," Papiers d'Economie MathÃ©matique et Applications 1999.112, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
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More about this item
Keywordsoptimal stopping; Dynkin games; stochastic analysis; minimax theorem;
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
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