A Dynkin Game on Assets with Incomplete Information on the Return.

Tiziano De Angelis Fabien Gensbittel Stéphane Villeneuve

Published in: Math. Oper. Res. (2021)

Keyphrases

incomplete information
nash equilibria
repeated games
partial information
stochastic games
investment strategies
autonomous agents
query answering
missing information
game theoretic
game theory
financial markets
game playing
nash equilibrium
imperfect information
databases
data model
multi agent