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The Dynkin game with regime switching and applications to pricing game options.
Siyu Lv
Zhen Wu
Qing Zhang
Published in:
Ann. Oper. Res. (2022)
Keyphrases
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computer games
game theory
game playing
game theoretic
educational games
video games
game design
game play
game development
game tree search
imperfect information
role playing
payoff functions
search algorithm
double exponential
monte carlo tree search
human computation
game based learning
virtual world