Numerical approximation of Dynkin games with asymmetric information.
Lubomír BañasGiorgio FerrariTsiry Avisoa RandrianasoloPublished in: CoRR (2023)
Keyphrases
- game theory
- game theoretic
- numerical data
- computer games
- error bounds
- numerical calculation
- approximation error
- sensitivity analysis
- nash equilibria
- closed form
- approximation methods
- perfect information
- game design
- serious games
- numerical methods
- computer programs
- game development
- approximation schemes
- weighted majority
- special case