Numerical Approximation of Dynkin Games with Asymmetric Information

Lubomír Bañas, Giorgio Ferrari, Tsiry Avisoa Randrianasolo. Numerical Approximation of Dynkin Games with Asymmetric Information. SIAM J. Control and Optimization, 63(1):256-291, 2025. [doi]

@article{BanasFR25,
  title = {Numerical Approximation of Dynkin Games with Asymmetric Information},
  author = {Lubomír Bañas and Giorgio Ferrari and Tsiry Avisoa Randrianasolo},
  year = {2025},
  doi = {10.1137/23m1621216},
  url = {https://doi.org/10.1137/23m1621216},
  researchr = {https://researchr.org/publication/BanasFR25},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {63},
  number = {1},
  pages = {256-291},
}