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DYNKIN GAMES WITH HETEROGENEOUS BELIEFS

Ekstrom, E; Glover, K; Leniec, M

Ekstrom, E (reprint author), Uppsala Univ, Dept Math, Box 480, S-75106 Uppsala, Sweden.

JOURNAL OF APPLIED PROBABILITY, 2017; 54 (1): 236

Abstract

We study zero-sum optimal stopping games (Dynkin games) between two players who disagree about the underlying model. In a Markovian setting, a verific......

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