A Dynkin game on assets with incomplete information on the return
Year of publication: |
2021
|
---|---|
Authors: | De Angelis, Tiziano ; Gensbittel, Fabien ; Villeneuve, Stéphane |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 46.2021, 1, p. 28-60
|
Subject: | zero-sum games | Dynkin games | Nash equilibrium | filtering | incomplete information | free boundaries | Unvollkommene Information | Incomplete information | Spieltheorie | Game theory | Nash-Gleichgewicht |
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