Discrete-time multi-player stopping and quitting games with redistribution of payoffs
I Guo, M Rutkowski - Arbitrage, Credit and Informational Risks, 2014 - World Scientific
A novel class of multi-period multi-player competitive stopping games with redistribution of
payoffs is constructed. Each player can either exit the game for a fixed payoff, determined a …
payoffs is constructed. Each player can either exit the game for a fixed payoff, determined a …
[HTML][HTML] Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection
T Nie, M Rutkowski - Stochastic Processes and their Applications, 2014 - Elsevier
We examine the connections between a novel class of multi-person stopping games with
redistribution of payoffs and multi-dimensional reflected BSDEs in discrete-and continuous …
redistribution of payoffs and multi-dimensional reflected BSDEs in discrete-and continuous …
[HTML][HTML] Discrete time stochastic multi-player competitive games with affine payoffs
I Guo, M Rutkowski - Stochastic Processes and their Applications, 2016 - Elsevier
A novel class of multi-player competitive stochastic games in discrete-time with an affine
specification of the redistribution of payoffs at exercise is examined. The affine games cover …
specification of the redistribution of payoffs at exercise is examined. The affine games cover …
Stochastic multi-player competitive games in discrete time
I Guo, M Rutkowski - arXiv preprint arXiv:1405.2716, 2014 - arxiv.org
A new class of multi-player competitive stochastic games in discrete-time with an affine
specification of the redistribution of payoffs at exercise is proposed and examined. Our …
specification of the redistribution of payoffs at exercise is proposed and examined. Our …