Matches in SemOpenAlex for { <https://semopenalex.org/work/W3044290168> ?p ?o ?g. }
- W3044290168 abstract "We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit a value in randomised stopping times when the stopping payoffs of the players are general càdlàg measurable processes. As a by-product of our method of proof we also obtain existence of optimal strategies for both players. The main novelties are that we do not assume a Markovian nature of the game nor a particular structure of the information available to the players. This allows us to go beyond the variational methods (based on PDEs) developed in the literature on Dynkin games in continuous time with partial/asymmetric information. Instead, we focus on a probabilistic and functional analytic approach based on the general theory of stochastic processes and Sion’s min-max theorem (Pacific J. Math. 8 (1958) 171–176). Our framework encompasses examples found in the literature on continuous time Dynkin games with asymmetric information and we provide counterexamples to show that our assumptions cannot be further relaxed." @default.
- W3044290168 created "2020-07-29" @default.
- W3044290168 creator A5004630313 @default.
- W3044290168 creator A5034226337 @default.
- W3044290168 creator A5034730622 @default.
- W3044290168 date "2022-06-01" @default.
- W3044290168 modified "2023-10-16" @default.
- W3044290168 title "On the value of non-Markovian Dynkin games with partial and asymmetric information" @default.
- W3044290168 cites W1545370368 @default.
- W3044290168 cites W1545761024 @default.
- W3044290168 cites W183838645 @default.
- W3044290168 cites W184458103 @default.
- W3044290168 cites W1965859086 @default.
- W3044290168 cites W1969993064 @default.
- W3044290168 cites W1974583077 @default.
- W3044290168 cites W1976596112 @default.
- W3044290168 cites W1978457562 @default.
- W3044290168 cites W1980473747 @default.
- W3044290168 cites W1985077192 @default.
- W3044290168 cites W2023657524 @default.
- W3044290168 cites W2040137383 @default.
- W3044290168 cites W2041324349 @default.
- W3044290168 cites W2042775870 @default.
- W3044290168 cites W204533568 @default.
- W3044290168 cites W2049648179 @default.
- W3044290168 cites W2052982373 @default.
- W3044290168 cites W2076871097 @default.
- W3044290168 cites W2079781327 @default.
- W3044290168 cites W2082778040 @default.
- W3044290168 cites W2115251869 @default.
- W3044290168 cites W2160086716 @default.
- W3044290168 cites W2161463710 @default.
- W3044290168 cites W2312699981 @default.
- W3044290168 cites W2550756872 @default.
- W3044290168 cites W2566152569 @default.
- W3044290168 cites W2913785730 @default.
- W3044290168 cites W2963005142 @default.
- W3044290168 cites W2963667139 @default.
- W3044290168 cites W2964331618 @default.
- W3044290168 cites W3022439851 @default.
- W3044290168 cites W3086671740 @default.
- W3044290168 cites W3122713045 @default.
- W3044290168 cites W3200690675 @default.
- W3044290168 cites W4211165101 @default.
- W3044290168 cites W4235532391 @default.
- W3044290168 cites W4255308044 @default.
- W3044290168 doi "https://doi.org/10.1214/21-aap1721" @default.
- W3044290168 hasPublicationYear "2022" @default.
- W3044290168 type Work @default.
- W3044290168 sameAs 3044290168 @default.
- W3044290168 citedByCount "2" @default.
- W3044290168 countsByYear W30442901682020 @default.
- W3044290168 countsByYear W30442901682021 @default.
- W3044290168 crossrefType "journal-article" @default.
- W3044290168 hasAuthorship W3044290168A5004630313 @default.
- W3044290168 hasAuthorship W3044290168A5034226337 @default.
- W3044290168 hasAuthorship W3044290168A5034730622 @default.
- W3044290168 hasBestOaLocation W30442901682 @default.
- W3044290168 hasConcept C105795698 @default.
- W3044290168 hasConcept C113336015 @default.
- W3044290168 hasConcept C118615104 @default.
- W3044290168 hasConcept C126255220 @default.
- W3044290168 hasConcept C138885662 @default.
- W3044290168 hasConcept C144237770 @default.
- W3044290168 hasConcept C162838799 @default.
- W3044290168 hasConcept C2780813799 @default.
- W3044290168 hasConcept C28826006 @default.
- W3044290168 hasConcept C33923547 @default.
- W3044290168 hasConcept C41895202 @default.
- W3044290168 hasConcept C49937458 @default.
- W3044290168 hasConcept C99414536 @default.
- W3044290168 hasConceptScore W3044290168C105795698 @default.
- W3044290168 hasConceptScore W3044290168C113336015 @default.
- W3044290168 hasConceptScore W3044290168C118615104 @default.
- W3044290168 hasConceptScore W3044290168C126255220 @default.
- W3044290168 hasConceptScore W3044290168C138885662 @default.
- W3044290168 hasConceptScore W3044290168C144237770 @default.
- W3044290168 hasConceptScore W3044290168C162838799 @default.
- W3044290168 hasConceptScore W3044290168C2780813799 @default.
- W3044290168 hasConceptScore W3044290168C28826006 @default.
- W3044290168 hasConceptScore W3044290168C33923547 @default.
- W3044290168 hasConceptScore W3044290168C41895202 @default.
- W3044290168 hasConceptScore W3044290168C49937458 @default.
- W3044290168 hasConceptScore W3044290168C99414536 @default.
- W3044290168 hasIssue "3" @default.
- W3044290168 hasLocation W30442901681 @default.
- W3044290168 hasLocation W30442901682 @default.
- W3044290168 hasLocation W30442901683 @default.
- W3044290168 hasOpenAccess W3044290168 @default.
- W3044290168 hasPrimaryLocation W30442901681 @default.
- W3044290168 hasRelatedWork W1489260687 @default.
- W3044290168 hasRelatedWork W1988934358 @default.
- W3044290168 hasRelatedWork W2339567455 @default.
- W3044290168 hasRelatedWork W2349952486 @default.
- W3044290168 hasRelatedWork W2896635957 @default.
- W3044290168 hasRelatedWork W2940996152 @default.
- W3044290168 hasRelatedWork W2970805002 @default.
- W3044290168 hasRelatedWork W3121286276 @default.
- W3044290168 hasRelatedWork W3200690675 @default.
- W3044290168 hasRelatedWork W3204670144 @default.