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of 3
pro vyhledávání: '"Said, Hamadene"'
Autor:
Said, Hamadene, Mohammed, Hassani
In this paper we study the N-player nonzero-sum Dynkin game ($N\geq 3$) 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.
Externí odkaz:
http://arxiv.org/abs/1110.5889
We study the stochastic control-stopping problem when the data are of polynomial growth. The approach is based on backward stochastic dierential equations (BSDEs for short). The problem turns into the study of a specic reected BSDE with a stochastic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::efd5da79abda524933f9fa0d5fcb2b0d
http://arxiv.org/abs/2005.06789
http://arxiv.org/abs/2005.06789
Autor:
Said Hamadene, Youssef Ouknine
Publikováno v:
Teoriya Veroyatnostei i ee Primeneniya. 60:357-376
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cdca0e1e98ef1f44d68b32d8c403dcae
https://doi.org/10.4213/tvp4623
https://doi.org/10.4213/tvp4623
