Playing with ghosts in a Dynkin game

De Angelis, T and Ekström, E (2020) Playing with ghosts in a Dynkin game. Stochastic Processes and their Applications, 130 (10). pp. 6133-6156. ISSN 0304-4149

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • De Angelis, T
  • Ekström, E
Copyright, Publisher and Additional Information:

© 2020 Elsevier B.V. All rights reserved. This is an author produced version of an article published in Stochastic Processes and their Applications. Uploaded in accordance with the publisher's self-archiving policy.

Keywords: Dynkin games; Uncertain competition; Randomised strategies; Nash equilibria; Reflecting strategies
Dates:
  • Published: October 2020
  • Published (online): 12 May 2020
  • Accepted: 6 May 2020
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 07 May 2020 13:00
Last Modified: 25 Feb 2025 14:15
Status: Published
Publisher: Elsevier
Identification Number: 10.1016/j.spa.2020.05.005
Open Archives Initiative ID (OAI ID):

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