Dynkin games with incomplete and asymmetric information
Year of publication: |
2022
|
---|---|
Authors: | De Angelis, Tiziano ; Ekström, Erik ; Glover, Kristoffer |
Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 1, p. 560-586
|
Subject: | asymmetric information | Dynkin games | Nash equilibria | quasi-variational inequalities | randomised strategies | singular control | Asymmetrische Information | Asymmetric information | Nash-Gleichgewicht | Nash equilibrium | Spieltheorie | Game theory |
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