Nonzero-Sum Games of Optimal Stopping for Markov Processes

Attard, N

Attard, N (reprint author), Univ Manchester, Sch Math, Oxford Rd, Manchester M13 9PL, Lancs, England.

APPLIED MATHEMATICS AND OPTIMIZATION, 2018; 77 (3): 567

Abstract

Two players are observing a right-continuous and quasi-left-continuous strong Markov process X. We study the optimal stopping problem V-sigma(1) (x) =......

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