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Continuous Time Stopping Games (Classic Reprint)

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Continuous Time Stopping Games (Classic Reprint) - Huang, Chi-Fu
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Excerpt from Continuous Time Stopping Games This paper presents the theoretic findings on the continuous time version of the general stopping games. The game theoretic extension of the optimal stopping theory in the discrete time framework was initiated by Dynkin [1969] in analysis of a class of two - person zero - sum stopping games. The modifications and extensions include Chaput [1974] in zero - sum stopping games and Mamer [1986] in two-person nonzero-sum stopping monotone games. About the Publisher Forgotten Books ...

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Continuous Time Stopping Games (Classic Reprint) 2019, Forgotten Books

ISBN-13: 9781332975495

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