Dynkin game under g-expectation in continuous time
نویسندگان
چکیده
منابع مشابه
The Multi-player Nonzero-sum Dynkin Game in Continuous Time
In this paper we study the N-player nonzero-sumDynkin game (N ≥ 3) in continuous time, which is a non-cooperative game where the strategies are stopping times. We show that the game has a Nash equilibrium point for general payoff processes. AMS Classification subjects: 91A15 ; 91A10 ; 91A30 ; 60G40 ; 91A60.
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ژورنال
عنوان ژورنال: Arabian Journal of Mathematics
سال: 2020
ISSN: 2193-5343,2193-5351
DOI: 10.1007/s40065-020-00281-2